Multiparameter estimation of discrete exponential distributions
From MaRDI portal
Publication:3925698
DOI10.2307/3315119zbMath0472.62034MaRDI QIDQ3925698
Publication date: 1979
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315119
Related Items
Trimmed estimates in simultaneous estimation of parameters in exponential families, Simultaneous estimation of parameters under entropy loss, Stein estimation -- a review, Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases, Moment identity for discrete random variable and its applications
Cites Work
- Simultaneous estimation of several Poisson parameters under squared error loss
- Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- Families of minimax estimators of the mean of a multivariate normal distribution
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
- A natural identity for exponential families with applications in multiparameter estimation
- Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- On the Admissible Estimators for Certain Fixed Sample Binomial Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item