Bayesian shrinkage estimators for a measure of dispersion of an inverse gaussian distribution

DOI10.1080/03610929508831615MaRDI QIDQ4337064zbMATH OpenOpenAlexFDO

Authors

Publication date 13 June 2000

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

Full work available at URL https://doi.org/10.1080/03610929508831615

zbMATH Keywords

riskBayes estimatorBayes riskinverse Gaussian distributionmeasure of dispersionshrinkage technique

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 194933 (Why is no real title available?)
• Bayesian Results for the Inverse Gaussian Distribution with an Application
• Estimation of 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)
• Some improved estimators for a measures of dispersion of an inverse gaussian distribution
• Statistical Properties of Inverse Gaussian Distributions. I
• Statistical distributions related to the inverse gaussian
• The Inverse Gaussian Distribution as a Lifetime Model

Cited in

(5)

• Shrinkage estimation for the mean of the inverse Gaussian population
• Improved estimation of inverse Gaussian shape parameter and measure of dispersion with prior information
• On limit distributions emerging in the generalized Birnbaum-Saunders model
• Some improved estimators for a measures of dispersion of an inverse gaussian distribution
• scientific article; zbMATH DE number 2020326 (Why is no real title available?)

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