Simultaneous Estimation in the Multiparameter Gamma Distribution Under Weighted Quadratic Losses
加权二次损失下多参数伽马分布的同时估计
A new class of solutions to a general differential inequality often encountered in multiparameter estimation problems is obtained. Using these solutions as guidelines, improved estimators for the scale parameters as well as the natural parameters of independent gamma distributions are obtained for a large class of weighted quadratic losses. The improved estimators have an empirical Bayes interpretation. They also permit an exact analytical representation of the risk…