On second-order admissibilities of the estimators of gamma shape vector

Eita Kamitamari and Hidekazu Tanaka

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 485-496

Abstract: Simultaneous estimation problem of gamma shape vector is considered.First, it is shown that the maximum likelihood estimator (MLE), the bias corrected MLE, and the conditional MLE of shape vector are second-order inadmissible. Second, these estimators are improved up to the second order. Finally, we identify whether these improved estimators are second-order admissible or not. Simulation studies are also given.

Date: 2017
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DOI: 10.1080/03610926.2014.997359

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