Improved estimators of the entropy in scale mixture of exponential distributions

DOI10.1214/19-BJPS450MaRDI QIDQ783276zbMATH OpenWikidataFDO

Authors Constantinos Petropoulos, Lakshmi Kanta Patra, Somesh Kumar

Publication date 12 August 2020

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1595232027

zbMATH Keywords

decision theorysquared error lossbest affine equivariant estimatormultivariate Lomax distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) General considerations in statistical decision theory (62C05)

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Cites work

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• Estimating the Renyi entropy of several exponential populations
• Estimating the entropy of an exponential population under the linex loss function
• Estimation of a scale parameter in mixture models with unknown location
• Estimation of the Shannon's entropy of several shifted exponential populations
• Estimation of the entropy of a multivariate normal distribution
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Multivariate Lomax distribution: properties and usefulness in reliability theory
• Multivariate distributions for the life lengths of components of a system sharing a common environment
• Pareto distributions
• Strawderman-type estimators for a scale parameter with application to the exponential distribution

Cited in

(5)

• Estimating Renyi entropy of several exponential distributions under an asymmetric loss function
• Dynamic cumulative residual Rényi entropy for Lomax distribution: Bayesian and non-Bayesian methods
• Improved estimators for functions of scale parameters in mixture models
• Estimating the Renyi entropy of several exponential populations
• Application of objective priors for the multivariate Lomax distribution

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