Simultaneous Estimation of Parameters from Power Series Distributions under Asymmetric Loss

  • Chung, Youn-Shik (Department of Statistics, Pusan National University, Pusan 609-735) ;
  • Dipak K. Dey (Department of Statistics, University of Conneticut, Storrs, CT 06269, USA)
  • Published : 1994.06.01

Abstract

Let $X_1, \cdot, X_p$ be p independent random variables, where each $X_i$ has a distribution belonging to one parameter discrete power series distribution. The problem is to simultaneously estimate the unknown parameters under an asymmetric loss. Several new classes of dominating estimators are obtained by solving certain difference inequality.

Keywords

References

  1. Biometrika v.43 On estimating bionmial response relations Anscombe,F.J.
  2. In Statistical Decision Theory and Related TopicsⅢ v.1 A unifed admissibility proof Broen,L.D.;Hwang,J.T.;S.S.Gupta(ed.);J.O.Berger(ed.)
  3. Journal of American Statistical Association v.70 Simultaneous estimation of the independent Poisson laws Clevenson,M.L.;Zidek,J.V.
  4. Communication in Statistics v.20 Multiparameter estimation of the truncated power series distribution under the Stein’s loss Dey,D.K.;Chung,Y.
  5. Annals of Statistics v.13 Estimation of a covariance matrix under Stein’s loss Dey,D.K.;Srinivasan,C.
  6. Journal of Multivariate Analysis v.15 Trimmed estimates in simultaneous estimation of parameters in exponential families Ghosh,M.;Dey,D.K.
  7. Annals of Statistics v.15 Contruction of improved estimators in multiparameter estimation for discrete exponential families Ghosh,M.;Hwang,J.T.;Tsui,K.W.
  8. Annals of Statistics v.16 Simultaneous estimation of Poisson meand under entropy loss Ghosh,M.;Yang,M.C.
  9. Annals of Statistics v.10 Improving upon standard estimatiors in discrete exponential families with application to Poisson and negative binomial laws Hwang,J.T.
  10. Prceding Fourth Berkely Symposium on Mathematics, Statistics and Probability v.1 Estimation with qudratic loss James,W.;Stein,C.
  11. Annals of Mathematical Statistics v.21 Aclass of random variables with discrete distribution Noack,A.
  12. Annals of Mathematical Statistics v.29 Admissibility for estimation with qudratic loss Karlin,S.
  13. Technical Report 78 Simultaneous estimation of the parameters of independent Poisson distributions Peng,J.C.M.
  14. Sanhkaya A v.18 Unbuased minimum variance estimation in a class of discrete distribution Roy,J.;Mitra,S.K.
  15. Annals of Statistics v.10 Simultaneous estimation of serveral Poisson parameters under K-normalized squared erroe loss Tsui,K.W.;Press,S.J.