On improved estimation of a gamma shape parameter

DOI10.1080/02331888.2014.915842MaRDI QIDQ5263968zbMATH OpenOpenAlexFDO

Authors Hidekazu Tanaka, Nabendu Pal, Wooi Khai Lim

Publication date 20 July 2015

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2014.915842

zbMATH Keywords

second-order admissibility (inadmissibility)gamma shape parametermodified maximum-likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Recommendations

• On second-order admissibilities of the estimators of gamma shape vector
• On asymptotics of the maximum likelihood scale invariant estimator of the shape parameter of the gamma distribution
• On second-order improved estimation of a gamma scale parameter
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
• On estimation of the shape parameter of the gamma distribution

Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Admissibility for Estimation with Quadratic Loss
• Asymptotic optimality of the generalized Bayes estimator in multiparameter cases
• Bartlett identities and large deviations in likelihood theory
• Improved maximum likelihood estimators for the gamma distribution
• On estimation of the shape parameter of the gamma distribution
• The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
• The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased

Cited in

(8)

• Improved inference for the shape-scale family of distributions under type-II censoring
• Estimating parameters of the gamma distribution easily and efficiently
• On improved estimation under Weibull model
• On second-order improved estimation of a gamma scale parameter
• On second-order admissibilities of the estimators of gamma shape vector
• A note on comparison and improvement of estimators based on likelihood
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
• The gamma coefficient revisited

This page was built for publication: On improved estimation of a gamma shape parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263968)