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Eita Kamitamari 《统计学通讯:理论与方法》2017,46(1):485-496
Simultaneous estimation problem of gamma shape vector is considered.First, it is shown that the maximum likelihood estimator (MLE), the bias corrected MLE, and the conditional MLE of shape vector are second-order inadmissible. Second, these estimators are improved up to the second order. Finally, we identify whether these improved estimators are second-order admissible or not. Simulation studies are also given. 相似文献
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