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Simultaneous estimation of negative binomial dispersion parameters |
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| Authors: | Nels Grevstad |
| Institution: | aDepartment of Mathematical and Computer Sciences, Metropolitan State College of Denver, Campus Box 38, P.O. Box 173362, Denver, CO 80217, USA |
| Abstract: | Simultaneous estimators of the dispersion parameters in m negative binomial distributions with known success probabilities are shown to dominate the usual estimator under squared error loss by shrinking it toward either a fixed or a data-driven point. |
| Keywords: | Simultaneous estimation Shrinkage estimation Negative binomial Dispersion parameter |
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