On improved estimation of a gamma shape parameter

DOI10.1080/02331888.2014.915842zbMATH Open1396.62035OpenAlexW2033728844MaRDI QIDQ5263968FDOQ5263968

Nabendu Pal, Hidekazu Tanaka, 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

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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)

Cites Work

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

Cited In (6)

• Improved inference for the shape-scale family of distributions under type-II censoring
• Estimating parameters of the gamma distribution easily and efficiently
• 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
• The gamma coefficient revisited

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