On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

DOI10.1016/J.SPL.2011.09.002MaRDI QIDQ654460zbMATH OpenOpenAlexFDO

Authors Yoshiji Takagi

Publication date 28 December 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.09.002

zbMATH Keywords

loss coefficientsecond-order admissibility

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Characterization and structure theory of statistical distributions (62E10) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 192925 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Bounds for the maximum likelihood estimates in two-parameter Gamma distribution
• Likelihood methods in statistics
• On estimation of the shape parameter of the gamma distribution
• On second order admissibility of estimators in the presence of nuisance parameter
• On some properties of the gamma function
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• Universal admissibility in second order asymptotics

Cited in

(9)

• On improved estimation under Weibull model
• scientific article; zbMATH DE number 5274848 (Why is no real title available?)
• Efficient closed-form maximum a posteriori estimators for the gamma distribution
• Parametrization invariance with respect to second order admissibility under general loss function
• A note on estimation of a shape parameter in a Pareto distribution
• On improved estimation of a gamma shape parameter
• A note on comparison and improvement of estimators based on likelihood
• On second-order improved estimation of a gamma scale parameter
• On second-order admissibilities of the estimators of gamma shape vector

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