Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution

Brenda MacGibbon and Glenn Shorrock

Statistics & Probability Letters, 1997, vol. 32, issue 2, 207-214

Abstract: This article derives improved estimators of the dispersion parameter, [lambda], of an inverse Gaussian distribution by employing techniques similar to those of Brown (1968) and Brewster and Zidek (1974) in the normal variance problem.

Date: 1997
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