2 papers
math.ST2026
Proper Bayes minimax multiple shrinkage estimation
Pankaj Bhagwat, William E. Strawderman, Edward I. George
For the canonical problem of estimating a multivariate normal mean under squared error loss, we demonstrate, for the first time, the existence of proper Bayes minimax multiple shri…
math.ST2025
Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions
Pankaj Bhagwat, Eric Marchand
For one-parameter continuous exponential families, we identify an unbiased estimator of the inverse of the natural parameter for cases where , extending an earlier resu…