Abstract
The problem of the second-order minimax improvement in the estimation of the mean value of the exponential dispersion family (EDF) is investigated. Necessary and sufficient conditions for the possibility of such an improvement, for a nonrestricted space of mean values, were obtained. The results are applied to the Tweedie submodel of the EDF.
| Original language | English |
|---|---|
| Pages (from-to) | 57-71 |
| Number of pages | 15 |
| Journal | Journal of Statistical Planning and Inference |
| Volume | 98 |
| Issue number | 1-2 |
| DOIs | |
| State | Published - 1 Oct 2001 |
Keywords
- 62C20
- 62F10
- 62F12
- Dirichlet problem
- Generalized Bayes estimator
- Second-order minimaxity
- Strong type pair
- Sturme-Liouville differential operator
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics
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