Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter

DOI10.1016/J.JSPI.2005.05.003MaRDI QIDQ2500643zbMATH OpenOpenAlexFDO

Authors Shaul K. Bar-Lev, Zinoviy Landsman

Publication date 17 August 2006

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.2005.05.003

zbMATH Keywords

generalized Bayes estimatornatural exponential familyvariance functionexponential dispersion modelTweedie classsecond-order minimaxity

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cited in

(4)

• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• Second-order minimax estimation of the mean value for exponential dispersion models
• Second order minimax estimation of the mean
• On the mean value parametrization of natural exponential families -- a revisited review

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