Estimation procedures based on preliminary test, shrinkage technique and information criterion

DOI10.1007/BF02532771zbMath0429.62022MaRDI QIDQ1137835

Katuomi Hirano

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Akaike information criterionpreliminary test estimatorsshrinkage technique

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (14)

Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean ⋮ Testimator of the scale parameter of the exponential distribution using linex loss function ⋮ On level of significance of the preliminary test in pooling means ⋮ On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms ⋮ A minimum average risk approach to shrinkage estimators of the normal mean ⋮ Shrinkage estimation for the difference between exponential guarantee time parameters ⋮ Shrinkage estimation for the difference between a control and treatment mean ⋮ A minimax regret estimator of a normal mean after preliminary test ⋮ On huntseerger type shrinkage estimator ⋮ Shrinkage estimation of reliability in the exponential distribution ⋮ Admissibility of some preliminary test estimators for the mean of normal distribution ⋮ A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review ⋮ Minimaxity of a preliminary test estimator for the mean of normal distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some properties of an estimator for the variance of a normal distribution
• On the utilization of a known coefficient of kurtosis in the estimation procedure of variance
• The Statistical Consequences of Preliminary Test Estimators in Regression
• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Estimation of the Mean by Shrinkage to a Point
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure
• A Simple Method for Improving some Estimators

This page was built for publication: Estimation procedures based on preliminary test, shrinkage technique and information criterion