On the estimation of a normal precision and a normal variance ratio

DOI10.1016/J.STAMET.2010.01.001zbMath1463.62047OpenAlexW1965738781MaRDI QIDQ716256

Panayiotis Bobotas, Stavros Kourouklis

Publication date: 27 April 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.01.001

zbMATH Keywords

decision theoryshrinkage estimatorsimproved estimation of a scale parameterKubokawa's approachStrawderman's techniqueBrewster and Zidek's techniqueexpansion estimatorsimproved estimation of ratio of variancesStein's technique

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (9)

The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ Three strings of inequalities among six Bayes estimators ⋮ The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function ⋮ The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach

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• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Testing Statistical Hypotheses
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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