Construction of improved estimators in multiparameter estimation for continuous exponential families

Malay Ghosh, Jiunn Tzon Hwang and Kam-Wah Tsui

Journal of Multivariate Analysis, 1984, vol. 14, issue 2, 212-220

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: Differential; inequality; exponential; family; absolutely; continuous; shrinkage; estimators; arbitrary; points; data; based; points; normal; gamma; scale; parameters; shape; parameters (search for similar items in EconPapers)
Date: 1984
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(84)90006-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:14:y:1984:i:2:p:212-220

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().