Further developments on the robustness of Clevenson-Zidek-type means estimators

Further developments on the robustness of Clevenson-Zidek-type means estimators
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Clevenson-Zidek 型均值估计器稳健性的进一步发展

DOI:
10.1080/01621459.1986.10478256
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发表时间:
1986
影响因子:
3.7
通讯作者:
Kam
Kam
中科院分区:
数学1区
文献类型:
--
作者:
Kam

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摘要Tsui(1984)证明了许多Clevenson-Zidek型Poisson均值估计在标准化平方误差损失(1.1)下比通常的估计更好,即使在负二项分布下也是如此。这篇文章表明,当底层分布属于更大的一类分布时,这种优势结果仍然成立。这类包括所有泊松分布的混合,因此负二项结果是一个非常特殊的情况。
Abstract Tsui (1984) showed that many Clevenson—Zidek-type Poisson means estimators are better than the usual estimator under the normalized squared error loss (1.1), even when the underlying distributions are negative binomial. This article shows that this dominance result is still true when the underlying distributions belong to a much larger class of distributions. This class includes all mixtures of Poisson distributions, and hence the negative binomial result is a very special case.