Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation

DOI10.1080/03610928908829892zbMATH Open0696.62104OpenAlexW2156006619MaRDI QIDQ3473083FDOQ3473083

Authors: Katuomi Hirano, Kōsei Iwase 

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829892

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zbMATH Keywords

ancillary statisticloss functioninverse Gaussian distributionPitman estimatorknown coefficient of variationscale equivariant estimator

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Title not available (Why is that?)
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Conditional inference about a normal mean with known coefficient of variation
• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution

Cited In (8)

• Sequential analysis applied to testing the mean of an inverse gaussian distribution with known coefficient of variation
• Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information
• Sequential estimation of an inverse Gaussian mean with known coefficient of variation
• MINIMUM DISCRIMINATION INFORMATION ESTIMATOR OF THE INVERSE GAUSSIAN MEAN WITH KNOWN COEFFICIENT OF VARIATION
• Title not available (Why is that?)
• Estimation for a scale parameter with known coefficient of variation
• Title not available (Why is that?)
• Estimation of a common mean of several univariate inverse Gaussian populations

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