In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--Stein approach for a wide class of distributions. The proposed estimator dominates the classical maximum likelihood estimator under the quadratic risk. The estimating procedure is applied to special cases of distributions. The numerical simulations results are given.

翻译：本文研究了一族指数分布的参数估计问题。我们提出了一种改进的估计方法，该方法将James-Stein方法推广到更广泛的分布类别。在二次风险准则下，所提出的估计量优于经典极大似然估计量。该估计方法被应用于分布的若干特例，并给出了数值模拟结果。