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Improving on Inadmissible Estimators in Continuous Exponential Families with Applications to Simultaneous Estimation of Gamma Scale Parameters
A general technique is developed for improving upon inadmissible estimators of natural parameters (or integral powers thereof) from continuous exponential families. The technique is to reduce the problem to the study of a differential inequality. Typical differential inequalities are presented and solved. Explicit results are given for the simultaneous estimation …