Double shrinkage estimation of ratio of scale parameters
From MaRDI portal
Publication:1336547
DOI10.1007/BF00773596zbMath0804.62026MaRDI QIDQ1336547
Publication date: 19 January 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
shrinkage estimation; inadmissibility; exponential; Pareto distributions; normal; ratio of variances; order restrictions; lognormal; unknown location; double shrinkage improved estimators; estimating ratio of scale parameters; estimation of ordered scale parameters; monotone likelihood ratio properties; noncentral chi-square distributions; ratio of covariance matrices; Stein's truncated rule; strictly convex loss functions
Related Items
Estimating one of two normal means when their difference is bounded, Estimating the ratio of two scale parameters: a simple approach, On the estimation of a normal precision and a normal variance ratio, Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval, Improving on the best affine equivariant estimator of the ratio of generalized variances, Estimation of parametric functions in Downton's bivariate exponential distribution, A note on decision theoretic estimation of ordered parameters, Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss, Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach, Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection, On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint, Shrinkage and modification techniques in estimation of variance and the related problems: A review
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
- On the estimation of a variance ratio
- Improved invariant confidence intervals for a normal variance
- A unified approach to improving equivariant estimators
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Alternative estimators for the scale parameter of the exponential distribution with unknown location
- Improving on equivariant estimators
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Equivariant estimators of the covariance matrix
- Estimation of noncentrality parameters
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution