Multiparameter estimation in truncated power series distributions under the stein's loss |
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| Authors: | Dipak K Dey Chung Younshik |
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| Institution: | Department of Statistics , University of Connecticut , Box U-120, Storrs , Connecticut , 06269 |
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| Abstract: | LetX 1,…,X p be p(≥2)independent random variables, where each X.has a distribution belonging to a one parameter truncated power series distribution. The problem is to estimate simultaneously the unknown parameters under asymmetric loss developed by James and Stein (Proc. Fourth Berkeley Symp. Math. Statist. Prob. 1, 361-380). Several new classes of dominating estimators are obtained by solving a certain difference inequality. |
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| Keywords: | Simultaneous estimation truncated power series unbiasedness trimmed estimator Stein’s loss |
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