IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES
DOI10.1081/STA-120002431zbMATH Open0991.62036MaRDI QIDQ4540701FDOQ4540701
Authors: Byung Hwee Kim, Hoh-Yoo Baek, In Hong Chang
Publication date: 28 July 2002
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Recommendations
- Construction of improved estimators in multiparameter estimation for continuous exponential families
- scientific article; zbMATH DE number 3969847
- Simultaneous estimation of parameters in exponential families
- Publication:3031757
- An identity for multidimensional continuous exponential families and its applications
Point estimation (62F10) Estimation in multivariate analysis (62H12) Partial differential inequalities and systems of partial differential inequalities (35R45) Admissibility in statistical decision theory (62C15)
Cites Work
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- A natural identity for exponential families with applications in multiparameter estimation
- Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
- Families of minimax estimators of the mean of a multivariate normal distribution
- Admissible and minimax multiparameter estimation in exponential families
- A heuristic method for determining admissibility of estimators - with applications
- Estimators with nondecreasing risk: Application of a chi-squared identity
- Construction of improved estimators in multiparameter estimation for continuous exponential families
Cited In (3)
This page was built for publication: IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540701)