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Estimation of scale parameters in mixture distributions
Author(s) -
Dey Dipak K.
Publication year - 1990
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315566
Subject(s) - estimator , mathematics , statistics , mean squared error , random variate , scale (ratio) , estimation , moment (physics) , distribution (mathematics) , multivariate statistics , random variable , geography , cartography , mathematical analysis , physics , management , classical mechanics , economics
Simultaneous estimation of scale parameters is considered in mixture distributions under squared‐error loss. A general class of estimators is obtained which dominates the componentwise best multiple estimators and the moment estimators. As special cases, improved estimators are obtained for the multivariate t ‐distribution and the p ‐variate Lomax distribution.