首页 | 本学科首页   官方微博 | 高级检索  
     


On second-order admissibilities of the estimators of gamma shape vector
Authors:Eita Kamitamari
Affiliation:Graduate School of Engineering, Osaka Prefecture University, Sakai, Osaka, Japan
Abstract: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.
Keywords:Gamma shape vector  Modified maximum likelihood estimator  Second-order admissibility (inadmissibility), Simultaneous estimation.
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号