Admissible and minimax estimators of a lower bounded scale parameter of a gamma distribution under the entropy loss function

zbMATH Open1228.62009MaRDI QIDQ3172513FDOQ3172513

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Publication date: 5 October 2011

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zbMATH Keywords

exponential familytruncated parameter space

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

Cited In (8)

• Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
• A note on the estimation of restricted scale parameters of gamma distributions
• On the admissibility of estimators of two ordered gamma scale parameters under entropy loss function
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• Admissible and minimax estimators of \(\lambda ^ r\) in the gamma distribution with truncated parameter space
• An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function
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• Optimal rules and robust Bayes estimation of a gamma scale parameter

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