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March, 1982 Simultaneous Estimation of Several Poisson Parameters Under $K$-Normalized Squared Error Loss
Kam-Wah Tsui, S. James Press
Ann. Statist. 10(1): 93-100 (March, 1982). DOI: 10.1214/aos/1176345692


In this study, we consider the simultaneous estimation of the parameters of the distributions of $p$ independent Poisson random variables using the loss function $L_k(\lambda, \hat{\lambda}) = \sum (\lambda_i - \hat{\lambda}_i)^2/\lambda^k_i$ for a given positive integer $k$. New estimators are derived, which include the minimax estimators proposed by Clevenson and Zidek (1975), as special cases. The case when more than one observation is taken from some of the variables is considered.


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Kam-Wah Tsui. S. James Press. "Simultaneous Estimation of Several Poisson Parameters Under $K$-Normalized Squared Error Loss." Ann. Statist. 10 (1) 93 - 100, March, 1982.


Published: March, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0484.62014
MathSciNet: MR642721
Digital Object Identifier: 10.1214/aos/1176345692

Primary: 62C15
Secondary: 62C25 , 62F10

Keywords: Minimax estimator , Poisson distributions , simultaneous estimation , unbiased risk deterioration estimate

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 1 • March, 1982
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