Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
文献类型：期刊论文
| 作者 | Wan, ATK; Zou, GH; Lee, AH |
| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 出版日期 | 2000-10-15 |
| 卷号 | 50期号:1页码:23-32 |
| 关键词 | minimax estimator Gamma-minimax estimator LINEX loss function restricted parameter space least favorable prior Poisson distribution |
| ISSN号 | 0167-7152 |
| 英文摘要 | This paper considers the problems of minimax and Gamma-minimax estimation under the LINEX loss function when the parameter space is restricted. A general property of the risk of the Bayes estimator with respect to the two-point prior is presented. Minimax and Gamma-minimax estimators of the parameter of the Poisson distribution are obtained when the parameter of interest is known to lie in a small parameter space. (C) 2000 Elsevier Science B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000089381700003 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15331]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 3.Curtin Univ Technol, Dept Epidemiol & Biostat, Perth, WA 6845, Australia |
| 推荐引用方式 GB/T 7714 | Wan, ATK,Zou, GH,Lee, AH. Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted[J]. STATISTICS & PROBABILITY LETTERS,2000,50(1):23-32. |
| APA | Wan, ATK,Zou, GH,&Lee, AH.(2000).Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted.STATISTICS & PROBABILITY LETTERS,50(1),23-32. |
| MLA | Wan, ATK,et al."Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted".STATISTICS & PROBABILITY LETTERS 50.1(2000):23-32. |
入库方式： OAI收割
来源：数学与系统科学研究院
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