On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
Publication:5956474
DOI10.1007/s003620100073zbMath1008.62059OpenAlexW2007738022MaRDI QIDQ5956474
A. K. Md. Ehsanes Saleh, Shahjahan Khan
Publication date: 18 March 2003
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://eprints.usq.edu.au/1051/1/Khan_Saleh_Stat_Paps_v42n4_AV.pdf
maximum likelihoodbiasmean square errorshrinkage estimatorsF distributionsincomplete beta rationon-central chi-squarenormalpreliminary test estimatorsrelative efficiencyrestricted estimatorsStudent-tuncertain non-sample prior information
Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30)
Related Items (14)
Cites Work
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- Estimation of the mean of a multivariate normal distribution
- Prediction theory for finite populations
- Nonparametric estimation of location parameter after a preliminary test on regression
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Pooling multivariate data
- Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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