Improved estimation for the parameters of an inverse gaussian distribution

DOI10.1080/03610928808829874MaRDI QIDQ3473085zbMATH OpenOpenAlexFDO

Authors Gina Bravo, Brenda Macgibbon

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829874

zbMATH Keywords

improved estimationinverse GaussianJames-Stein estimators

Mathematics Subject Classification ID

Point estimation (62F10)

Recommendations

• scientific article; zbMATH DE number 18860
• scientific article; zbMATH DE number 1910681
• Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information
• Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
• Shrinkage estimation for the mean of the inverse Gaussian population

Cites work

• A natural identity for exponential families with applications in multiparameter estimation
• A regression method for censored inverse-Gaussian data
• Exact Tests for Zero Drift Based on First Passage Times in Brownian Motion
• Improving on equivariant estimators
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Statistical Properties of Inverse Gaussian Distributions. I
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications

Cited in

(15)

• Estimating parameters of the selected inverse Gaussian distribution -- a simulation study
• Two-parameter estimator for the inverse Gaussian regression model
• Umvu estimation for the inverse gaussian distribution I(μ,cμ²) with known c
• Optimal predictive method for estimating the inverse Gaussian density
• scientific article; zbMATH DE number 18860 (Why is no real title available?)
• A new property of the inverse Gaussian distribution with applications
• Estimation of a common mean of several univariate inverse Gaussian populations
• Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
• Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
• On the efficiency of a testimator for the mean of an inverse Gaussian distribution
• Multi-stage point estimation of the mean of an inverse Gaussian distribution
• Estimation of the reciprocal of the mean of the inverse Gaussian distribution with prior information
• Some improved estimators for a measures of dispersion of an inverse gaussian distribution
• Estimation functions by confidence regions for inverse Gaussian distribution
• Revisiting the problem of estimating the inverse Gaussian parameters

This page was built for publication: Improved estimation for the parameters of an inverse gaussian distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473085)