Estimation of a scale parameter in mixture models with unknown location
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Publication:1765765
DOI10.1016/j.jspi.2003.09.028zbMath1058.62022OpenAlexW2069591127MaRDI QIDQ1765765
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
Decision theoryBrewster and Zidek's estimator of a scale parameterMixture of exponential distributionsMixture of normal distributionsMultivariate \(t\) distributionMultivariate Lomax distributionStein's estimator of a scale parameter
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)
Related Items (10)
Improved estimators for functions of scale parameters in mixture models ⋮ The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ 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 ⋮ Three strings of inequalities among six Bayes estimators ⋮ 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 ⋮ A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location ⋮ Estimating a function of scale parameter of an exponential population with unknown location under general loss function ⋮ Improved estimators of the entropy in scale mixture of exponential distributions
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