Simultaneous estimation of negative binomial dispersion parameters

Simultaneous estimators of the dispersion parameters in m negative binomial distributions with known success probabilities are shown to dominate the usual estimator under squared error loss by shrinking it toward either a fixed or a data-driven point.

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Year of publication:	2011
Authors:	Grevstad, Nels
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1751-1755
Publisher:	Elsevier
Subject:	Simultaneous estimation \| Shrinkage estimation \| Negative binomial \| Dispersion parameter

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571757