Simultaneous estimation of negative binomial dispersion parameters

被引：1

作者：

Grevstad, Nels ^{[1
]}

机构：

[1] Metropolitan State Coll Denver, Dept Math & Comp Sci, Denver, CO 80217 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 12期

关键词：

Simultaneous estimation; Shrinkage estimation; Negative binomial; Dispersion parameter; DISCRETE EXPONENTIAL-FAMILIES;

D O I：

10.1016/j.spl.2011.07.020

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Simultaneous estimators of the dispersion parameters in in negative binomial distributions with known success probabilities are shown to dominate the usual estimator under squared error loss by shrinking it toward either a fixed or a data-driven point. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1751 / 1755

页数：5

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