Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems

DOI10.1006/JMAA.1995.1134MaRDI QIDQ1898950zbMATH OpenOpenAlexFDO

Authors Andrew L. Rukhin

Publication date 28 October 1996

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1995.1134

zbMATH Keywords

conjugate priorsexponential growth functionexponential-type Tauberian theoremfunction of unknown normal meangeneralized Bayes estimatorstwo-sided Laplace transform

Mathematics Subject Classification ID

Tauberian theorems (40E05) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Bayesian inference (62F15)

Review text

We study the statistical estimation problem of a function of unknown normal mean whose logarithm is a quadratic polynomial. One of the main objectives is to exhibit the relationship between this problem and \textit{Y. Kasahara's} [J. Math. Kyoto Univ. 18, 209-219 (1978; Zbl 0421.40009)] exponential-type Tauberian theorem which leads to admissibility criteria for traditional estimators. Another goal is to investigate the admissibility condition in this problem for generalized Bayes estimators against conjugate priors.

Recommendations

• scientific article; zbMATH DE number 865684
• scientific article; zbMATH DE number 3969847
• scientific article; zbMATH DE number 1762808
• scientific article; zbMATH DE number 3915397
• Statistical Bayesian estimators of some functionals in the case of a bivariate exponential distribution
• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• On the estimation of the exponential distribution of parameters
• An admissible estimator of distribution functions

Cited in

(1)

• scientific article; zbMATH DE number 865684 (Why is no real title available?)

This page was built for publication: Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1898950)