IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES

DOI10.1081/STA-120002431MaRDI QIDQ4540701zbMATH OpenFDO

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)

zbMATH Keywords

gammaquadratic lossnormalgeneralized gammanatural parameter vector

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Partial differential inequalities and systems of partial differential inequalities (35R45) Admissibility in statistical decision theory (62C15)

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Cites work

• A heuristic method for determining admissibility of estimators - with applications
• A natural identity for exponential families with applications in multiparameter estimation
• Admissible and minimax multiparameter estimation in exponential families
• Construction of improved estimators in multiparameter estimation for continuous exponential families
• Estimators with nondecreasing risk: Application of a chi-squared identity
• Families of minimax estimators of the mean of a multivariate normal distribution
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• On the Admissibility of Invariant Estimators of One or More Location Parameters

Cited in

(3)

• Intrinsic Priors for Testing Two Normal Means with Intrinsic Bayes Factors
• Construction of improved estimators in multiparameter estimation for discrete exponential families
• A framework for skew-probit links in binary regression

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