Quadratic estimators of quadratic functions of normal parameters

DOI10.1016/0378-3758(86)90105-9zbMath0609.62039OpenAlexW2025828373MaRDI QIDQ1086935

Andrew. L. Rukhin

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90105-9

zbMATH Keywords

necessary and sufficient conditiongeneralized Bayes estimatoradmissibilityquadratic lossscaled quadratic losssquare root transformationnormal parameters

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (3)

A family of shrinkage estimators for the square of mean in normal distribution ⋮ Quadratic estimators of quadratic functions with parameters in normal linear models ⋮ Admissible polynomial estimators for quadratic polynomials of normal parameters

Cites Work

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• Estimating a ratio of normal parameters
• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Some remarks on estimating a noncentrality parameter
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used
• Estimators of a Location Parameter in the Absolutely Continuous Case
• Confidence Intervals for Linear Functions of the Normal Mean and Variance
• On Minimax Statistical Decision Procedures and their Admissibility

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