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Original Articles

Estimation of location parameters of several exponential distributions

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Pages 3995-4003 | Received 01 Aug 1990, Published online: 27 Jun 2007

References

  • Berger , J.O. 1975 . Minimax estimation of location vectors for a wide class of densities . Annals of Statistics , 3 : 1318 – 1328 .
  • Berger , J.O. 1980 . Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of Gamma scale parameters . Annals of Statistics , 8 : 545 – 571 .
  • Brown , L.D. 1966 . On the admissibiiity of invariant estimators of one or more location parameters . Annals of Mathematical Statistics , 37 : 1087 – 1135 .
  • Ghosh , M. and Parsian , A. 1980 . Admissible and minimax multiparam-eter estimation in exponential families . Journal of Multivariate Analysis , 10 : 551 – 564 .
  • Gleser , L.J. 1986 . Minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix . Annals of Statistics , 4 : 1625 – 1633 .
  • Karlin , S. 1958 . Admissibiiity for estimation with quadratic loss . Annals of Mathematical Statistics , 29 : 406 – 436 .
  • Shinozaki , N. 1984 . Simultaneous estimation of location parameters under quadratic loss . Annals of Statistics , 12 : 322 – 335 .
  • Stein , C. Inadmissibility of the usual estimator of the mean of a multivariate normal distribution . Proceeding of Third Berkeley Symposium, Mathematical Statistics and Probability . Vol. 1 , pp. 197 – 206 .

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