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June, 1983 Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families
Malay Ghosh, Jiunn Tzon Hwang, Kam-Wah Tsui
Ann. Statist. 11(2): 351-367 (June, 1983). DOI: 10.1214/aos/1176346143


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.


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Malay Ghosh. Jiunn Tzon Hwang. Kam-Wah Tsui. "Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families." Ann. Statist. 11 (2) 351 - 367, June, 1983.


Published: June, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0533.62027
MathSciNet: MR696053
Digital Object Identifier: 10.1214/aos/1176346143

Primary: 62C15
Secondary: 62F10 , 62H99

Keywords: adaptive estimators , difference inequality , differential inequality , exponential family , improved estimator , negative binomial , Poisson , simultaneous estimation , UMVUE

Rights: Copyright © 1983 Institute of Mathematical Statistics


Vol.11 • No. 2 • June, 1983
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