|
|||||
|
|
Construction of improved estimators in multiparameter estimation for continuous exponential families |
|
| Authors: | Malay Ghosh Jiunn Tzon Hwang Kam-Wah Tsui |
| Affiliation: | 1. Iowa State University USA;2. University of Florida, USA;3. Cornell University USA;4. University of Wisconsin, Madison, USA |
| Abstract: | A unified theory of simultaneous estimation of parameters for the continuous exponential family is presented. Estimators are constructed that improve on the standard ones (the maximum likelihood, UMVUE or best invariant estimator). These improved estimators shift the standard ones towards possibly non-zero points or data based points. |
| Keywords: | 62C15 62F10 62H99 Differential inequality exponential family absolutely continuous shrinkage estimators arbitrary points data based points normal gamma scale parameters shape parameters |
| 本文献已被 ScienceDirect 等数据库收录！ | |