Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families
The Annals of StatisticsPublished 1 June 1983Open access
Malay Ghosh, Jiunn Tzon Hwang, Kam‐Wah Tsui
Citations65
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract
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.
Keywords
Computer ScienceMathematics
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