Estimation of a scale parameter in mixture models with unknown location

DOI10.1016/J.JSPI.2003.09.028MaRDI QIDQ1765765zbMATH OpenOpenAlexFDO

Authors Stavros Kourouklis, Constantinos Petropoulos

Publication date 23 February 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.09.028

zbMATH Keywords

Brewster and Zidek's estimator of a scale parameterDecision theoryMixture of exponential distributionsMixture of normal distributionsMultivariate \(t\) distributionMultivariate Lomax distributionStein's estimator of a scale parameter

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(16)

• Estimating a function of scale parameter of an exponential population with unknown location under general loss function
• Improved estimators for functions of scale parameters in mixture models
• Strawderman-type estimators for a scale parameter with application to the exponential distribution
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
• A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
• An Extension of the Normal/Independent Family for Studies of Robust Estimators
• Estimation of scale parameters in mixture distributions
• scientific article; zbMATH DE number 5770657 (Why is no real title available?)
• Three strings of inequalities among six Bayes estimators
• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model
• Estimation of location extremes within general families of scale mixtures
• Application of objective priors for the multivariate Lomax distribution
• The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function
• Improved estimators of the entropy in scale mixture of exponential distributions

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