ESTIMATION OF SCALE-PARAMETERS IN MIXTURE DISTRIBUTIONS

被引：9

作者：

DEY, DK ^{[1
]}

机构：

[1] UNIV CONNECTICUT,STORRS,CT 06268

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1990年 / 18卷 / 02期

关键词：

Mixture distribution; multivariate Pareto; multivariate t; simultaneous estimation; spherical distribution;

D O I：

10.2307/3315566

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Simultaneous estimation of scale parameters is considered in mixture distributions under squared‐error loss. A general class of estimators is obtained which dominates the componentwise best multiple estimators and the moment estimators. As special cases, improved estimators are obtained for the multivariate t‐distribution and the p‐variate Lomax distribution. Copyright © 1990 Statistical Society of Canada

引用

页码：171 / 178

页数：8

共 14 条

[1]

Ahmad S., 1955, BIOL LAHORE, V1, P197

[2] IMPROVING ON INADMISSIBLE ESTIMATORS IN CONTINUOUS EXPONENTIAL-FAMILIES WITH APPLICATIONS TO SIMULTANEOUS ESTIMATION OF GAMMA-SCALE PARAMETERS [J].