Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families
Ghosh, Malay ; Hwang, Jiunn Tzon ; Tsui, Kam-Wah
Ann. Statist., Tome 11 (1983) no. 1, p. 351-367 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
This paper extends and unifies the theory of simultaneous estimation for the discrete exponential family. We discuss construction of estimators which theoretically dominate the uniformly minimum variance unbiased estimator (UMVUE) under a weighted squared error loss function, and show by means of computer simulation results that new simultaneous Poisson means estimators perform more favorably than those previously proposed. Our improved estimators shift the UMVUE towards a possibly nonzero point or a data-based point.
Publié le : 1983-06-14
Classification:  Difference inequality,  differential inequality,  exponential family,  improved estimator,  UMVUE,  adaptive estimators,  Poisson,  negative binomial,  simultaneous estimation,  62C15,  62F10,  62H99 
@article{1176346143,
     author = {Ghosh, Malay and Hwang, Jiunn Tzon and Tsui, Kam-Wah},
     title = {Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 351-367},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346143}
}

Ghosh, Malay; Hwang, Jiunn Tzon; Tsui, Kam-Wah. Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families. Ann. Statist., Tome 11 (1983) no. 1, pp.  351-367. http://gdmltest.u-ga.fr/item/1176346143/