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Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution

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  • MacGibbon, Brenda
  • Shorrock, Glenn

Abstract

This article derives improved estimators of the dispersion parameter, [lambda], of an inverse Gaussian distribution by employing techniques similar to those of Brown (1968) and Brewster and Zidek (1974) in the normal variance problem.

Suggested Citation

  • MacGibbon, Brenda & Shorrock, Glenn, 1997. "Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution," Statistics & Probability Letters, Elsevier, vol. 32(2), pages 207-214, March.
    • Handle: RePEc:eee:stapro:v:32:y:1997:i:2:p:207-214
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    References listed on IDEAS

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    1. Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L., 1990. "inadmissibility of the maximum likelihood estimator of the inverse gaussian mean," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 83-90, January.
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    Cited by:

    1. Tiefeng Ma & Shuangzhe Liu & S. Ahmed, 2014. "Shrinkage estimation for the mean of the inverse Gaussian population," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 733-752, August.

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    1. Kourouklis, Stavros, 1997. "A new property of the inverse Gaussian distribution with applications," Statistics & Probability Letters, Elsevier, vol. 32(2), pages 161-166, March.
    2. Tiefeng Ma & Shuangzhe Liu & S. Ahmed, 2014. "Shrinkage estimation for the mean of the inverse Gaussian population," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 733-752, August.

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