Some improved estimators for a measures of dispersion of an inverse gaussian distribution

DOI10.1080/03610928808829847MaRDI QIDQ3473086zbMATH OpenOpenAlexFDO

Authors B. N. Pandey, Henrick John Malik

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829847

zbMATH Keywords

biasmean squared errorinverse Gaussian distributionmaximum likelihood estimatecomplete sufficient statisticmeasure of dispersionshrinkage techniqueshrinkage testimator

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inverse Statistical Variates
• On the Inverse Gaussian Distribution Function
• Optimum Test Procedures for the Mean of First Passage Time Distribution in Brownian Motion with Positive Drift (Inverse Gaussian Distribution)
• Statistical Properties of Inverse Gaussian Distributions. I

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(10)

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• New classes of estimators for dispersion parameter of a chi-distributed radial error with application to target analysis
• Inadmissibility of the uniformly minimum variance unbiased estimator of the inverse gaussian variance
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• Estimation of a common mean of several univariate inverse Gaussian populations
• A comparison of various estimators of the mean of an inverse gaussian distribution
• On the efficiency of a testimator for the mean of an inverse Gaussian distribution
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