Estimation of scale parameters in mixture distributions

DOI10.2307/3315566MaRDI QIDQ3481087zbMATH OpenOpenAlexFDO

Authors Dipak K. Dey

Publication date 1990

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315566

zbMATH Keywords

spherical distributiondominationmoment estimatorsmixture distributionssquared-error lossmultivariate t-distributionmultivariate Paretocomponentwise best multiple estimatorsp-variate Lomax distributionSimultaneous estimation of scale parameters

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A Bayesian Estimation of the Reliability of Coherent Structures
• A concept of positive dependence for exchangeable random variables
• Admissibility in statistical problems involving a location or scale parameter
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Multivariate distributions for the life lengths of components of a system sharing a common environment
• On the Simultaneous Estimation of Scale Parameters
• Simultaneous estimation of location parameters under quadratic loss
• Statistical analysis of finite mixture distributions

Cited in

(13)

• On scale-mixture Birnbaum-Saunders distributions
• Estimation of the characteristic roots of the scale matrix
• On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals.
• Improved estimators for functions of scale parameters in mixture models
• Parameter estimation for finite mixture distributions
• On the Simultaneous Estimation of Scale Parameters
• Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions
• Bayesian estimation of parameters of mixed geometric failure models from Type I group censored sample
• Statistical inference on component parameters in mixture location-scale distributions
• SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
• Estimation of location extremes within general families of scale mixtures
• Application of objective priors for the multivariate Lomax distribution
• Estimation of a scale parameter in mixture models with unknown location

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