Construction of improved estimators in multiparameter estimation for continuous exponential families

DOI10.1016/0047-259X(84)90006-XzbMATH Open0536.62053OpenAlexW2031009306MaRDI QIDQ792046FDOQ792046

Authors: Malay Ghosh, Jiunn Tzon Hwang, Kam-Wah Tsui 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90006-x

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zbMATH Keywords

multivariate normal distributionmaximum likelihoodgammashrinkage estimatorsdifferential inequalitydifferential operatorrisk functionabsolutely continuousDirichlet distributionsbest invariant estimatorarbitrary pointsconstruction of improved estimatorscontinuous exponential familiesdata based pointsdominating estimatorunified theory of simultaneous estimation

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Cites Work

• Estimation with quadratic loss.
• Title not available (Why is that?)
• A natural identity for exponential families with applications in multiparameter estimation
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Admissible and minimax multiparameter estimation in exponential families
• Construction of improved estimators in multiparameter estimation for discrete exponential families

Cited In (9)

• Stein estimation -- a review
• Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
• Title not available (Why is that?)
• Simultaneous estimation of parameters under entropy loss
• Title not available (Why is that?)
• Construction of improved estimators in multiparameter estimation for discrete exponential families
• Trimmed estimates in simultaneous estimation of parameters in exponential families
• Multiple-shrinkage estimators of means in exponential families
• IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES

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