Some improved estimators for a measures of dispersion of an inverse gaussian distribution
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Publication:3473086
DOI10.1080/03610928808829847zbMath0696.62106OpenAlexW2067381133MaRDI QIDQ3473086
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
mean squared errorinverse Gaussian distributionbiasmaximum likelihood estimatecomplete sufficient statisticmeasure of dispersionshrinkage techniqueshrinkage testimator
Related Items (6)
Bayesian shrinkage estimators for a measure of dispersion of an inverse gaussian distribution ⋮ Estimation of a common mean of several univariate inverse Gaussian populations ⋮ Inadmissibility of the uniformly minimum variance unbiased estimator of the inverse gaussian variance ⋮ Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information ⋮ Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information ⋮ A comparison of various estimators of the mean of an inverse gaussian distribution
Cites Work
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- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Statistical Properties of Inverse Gaussian Distributions. I
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
- Optimum Test Procedures for the Mean of First Passage Time Distribution in Brownian Motion with Positive Drift (Inverse Gaussian Distribution)
- On the Inverse Gaussian Distribution Function
- Inverse Statistical Variates
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