Pages that link to "Item:Q2523673"
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The following pages link to Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean (Q2523673):
Displaying 50 items.
- On improved interval estimation for the generalized variance (Q1298706) (← links)
- Inadmissibility of the Stein-rule estimator under the balanced loss function (Q1305684) (← links)
- Improving the James-Stein estimator using the Stein variance estimator (Q1332901) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Risk behavior of a pre-test estimator for normal variance with the Stein- type estimator (Q1342797) (← links)
- Improved invariant set estimation for general scale families (Q1346659) (← links)
- On the invariant estimation of a normal variance ratio (Q1346661) (← links)
- Improved estimation under Pitman's measure of closeness (Q1359401) (← links)
- A new property of the inverse Gaussian distribution with applications (Q1359779) (← links)
- Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution (Q1359787) (← links)
- The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables (Q1383242) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Estimation of parametric functions in Downton's bivariate exponential distribution (Q1410276) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Classes of improved estimators for parameters of a Pareto distribution (Q1695552) (← links)
- Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
- Improved estimators for parameters of a Pareto distribution with a restricted scale (Q1731192) (← links)
- Estimation of the entropy of a multivariate normal distribution (Q1765618) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- Some modifications of improved estimators of a normal variance (Q1901676) (← links)
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158) (← links)
- Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness (Q1907655) (← links)
- On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution (Q1907669) (← links)
- Quadratic estimators of quadratic functions with parameters in normal linear models (Q1913902) (← links)
- Estimation of scale parameter under entropy loss function (Q1918222) (← links)
- The modification of confidence intervals for variance components in one-way random model using Stein's approach (Q1918449) (← links)
- Estimation of the Shannon's entropy of several shifted exponential populations (Q1950761) (← links)
- Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework (Q1989303) (← links)
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance (Q2059424) (← links)
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means (Q2066494) (← links)
- Estimation of order restricted location/scale parameters of a general bivariate distribution under general loss function: some unified results (Q2103277) (← links)
- Noninformative priors for the ratio of variabilities in a bivariate normal population (Q2132031) (← links)
- Improved estimators for functions of scale parameters in mixture models (Q2132037) (← links)
- Predictive density estimation under the Wasserstein loss (Q2189119) (← links)
- Larry Brown's work on admissibility (Q2194581) (← links)
- Estimating an exponential scale parameter under double censoring (Q2328679) (← links)
- Estimation of the variance and its applications (Q2366574) (← links)
- Strawderman-type estimators for a scale parameter with application to the exponential distribution (Q2390460) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution (Q2397322) (← links)
- Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach (Q2431582) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820) (← links)
- On a class of improved estimators of variance and estimation under order restriction (Q2495828) (← links)
- A new class of minimax generalized Bayes estimators of a normal variance (Q2500642) (← links)
