Second-order minimax estimation of the mean value for exponential dispersion models

DOI10.1016/S0378-3758(00)00315-3zbMath0980.62006OpenAlexW2008152271WikidataQ127499002 ScholiaQ127499002MaRDI QIDQ5950621

Zinoviy Landsman

Publication date: 2 January 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00315-3

zbMATH Keywords

Dirichlet problemgeneralized Bayes estimatorsecond-order minimaxitystrong type pairSturme-Liouville differential operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items

Credibility theory: A new view from the theory of second order optimal statistics., Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter, Second order minimax estimation of the mean, Intrinsic objective Bayesian estimation of the mean of the Tweedie family, Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails

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