Shrinkage estimators for shape parameter of Gompertz distribution

DOI10.1007/S42519-024-00369-4MaRDI QIDQ6537367FDOQ6537367

Zahra Shokooh Ghazani

Publication date: 14 May 2024

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

zbMATH Keywords

mean squared errorshape parametershrinkage estimatorGompertz distribution

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Nonlinear shrinkage estimation of large-dimensional covariance matrices
• A class of shrinkage estimators for the scale parameter of the exponential distribution
• A class of shrinkage estimators for variance of a normal population
• Shrinkage estimation of location parameters in a multivariate skew-normal distribution
• Two Different Shrinkage Estimator Classes for the Shape Parameter of Classical Pareto Distribution
• Shrinkage estimator for scale parameter of gamma distribution
• A Bayesian shrinkage approach in Weibull type-II censored data using prior point information

Cited In (1)

• Bayesian and classical inference for Topp-Leone inverse Weibull distribution based on type-II censored data

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