Simultaneous estimation of parameters in exponential families

zbMATH Open0553.62024MaRDI QIDQ802240FDOQ802240

Richard Auer, Malay Ghosh

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodgammanegative binomialexponential familyPoissonnormalmean vectorbest invariantminimum variance unbiasednatural parameter vectorsimultaneous estimation of parametersweighted squared error losses

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• Simultaneous Estimation of the Means of Independent Poisson Laws
• A natural identity for exponential families with applications in multiparameter estimation
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
• Admissible and minimax multiparameter estimation in exponential families
• Selecting a minimax estimator of a multivariate normal mean
• Bayes minimax estimation of multiple Poisson parameters
• Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function

Cited In (18)

• Title not available (Why is that?)
• Universal domination of stein-type estimators
• Title not available (Why is that?)
• On simultaneous estimation of parametric functions in a contingency table
• Parameter estimation in superposition of decaying exponentials
• The superharmonic condition for simultaneous estimation of means in exponential familles
• Simultaneous estimation of several CDF’s: homogeneity constraint
• Estimation in exponential families on permutations
• Title not available (Why is that?)
• Construction of improved estimators in multiparameter estimation for discrete exponential families
• A projection method of estimation for a subfamily of exponential families
• Title not available (Why is that?)
• Trimmed estimates in simultaneous estimation of parameters in exponential families
• IMPROVED ESTIMATORS OF THE NATURAL PARAMETERS IN CONTINUOUS MULTIPARAMETER EXPONENTIAL FAMILIES
• Simultaneous estimation in discrete multivariate exponential families
• Title not available (Why is that?)
• Asymptotic distribution of estimated affinity between multiparameter exponential families
• Title not available (Why is that?)

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