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Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution

โœ Scribed by Prakash, Gyan


Book ID
120478894
Publisher
Scientific Research Publishing
Year
2011
Weight
335 KB
Volume
02
Category
Article
ISSN
2152-7385

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Shrinkage estimators for the dispersion
โœ Brenda MacGibbon; Glenn Shorrock ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

This article derives improved estimators of the dispersion parameter, 2, of an inverse Gaussian distribution by employing techniques similar to those of and in the normal variance problem.