On the Simultaneous Estimation of Scale Parameters
Copyright policy )On the Simultaneous Estimation of Scale Parameters
This note is an extension of \textit{A. DasGupta}'s results [Ann. Stat. 14, 206-219 (1986; Zbl 0602.62011)] on the estimation of multiparameter gamma distributions. Consider p(p\(\geq 2)\) independent positive random variables with possibly different scale-parameter densities. For the estimation of the powers of the scale parameters it is shown that the ``best multiple estimator'' is inadmissible with respect to a large class of weighted quadratic loss functions.
- University of Toronto Canada
Multivariate analysis, weighted quadratic loss functions, Point estimation, simultaneous estimation, multiparameter gamma distributions, scale- parameter, best multiple estimator, Admissibility in statistical decision theory, powers
Multivariate analysis, weighted quadratic loss functions, Point estimation, simultaneous estimation, multiparameter gamma distributions, scale- parameter, best multiple estimator, Admissibility in statistical decision theory, powers
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