Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution

DOI10.1016/S0167-7152(96)00074-0zbMath0877.62023MaRDI QIDQ1359787

Glenn Shorrock, K. Brenda MacGibbon

Publication date: 26 August 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)

Related Items

Improved estimation under Pitman's measure of closeness ⋮ Shrinkage estimation for the mean of the inverse Gaussian population

Cites Work

• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Inadmissibility of the maximum likelihood estimator of the inverse Gaussian mean
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Statistical Properties of Inverse Gaussian Distributions. I
• A regression method for censored inverse-Gaussian data
• Improved estimation for the parameters of an inverse gaussian distribution
• Exact Tests for Zero Drift Based on First Passage Times in Brownian Motion
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• On the Inverse Gaussian Distribution Function
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