Combining Unbiased Estimators

DOI10.2307/2527652zbMath0096.34503OpenAlexW2318475177MaRDI QIDQ5895921

Franklin A. Graybill, R. B. Deal

Publication date: 1959

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527652

zbMATH Keywords

statistics

Related Items (only showing first 100 items - show all)

Bootstrap approaches for homogeneous test of location parameters under skew-normal settings ⋮ Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations ⋮ The optimal estimator of the common variance of the different populations with known kurtosis ⋮ Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ On estimating a common multivariate normal mean vector ⋮ Combined unbiased estimators based on Q-reduced model ⋮ Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations ⋮ Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances ⋮ Alternative classification rules for two normal populations with a common mean and ordered variances ⋮ On combining unbiased estimators of the mean ⋮ Efficiency of weighted averages ⋮ A generalized \(p\)-value approach to inference on common mean ⋮ Sequential Confidence Intervals for the Common Mean of a set of Heteroscedastic Normal Populations ⋮ Estimation in inverse Gaussian Distribution ⋮ Generalized inferences on the common mean of several normal populations ⋮ A general procedure to combine estimators ⋮ Improved estimation of quantiles of two normal populations with common mean and ordered variances ⋮ Estimating common parameters of growth curve models under a quadratic loss ⋮ A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations. ⋮ Estimating common vector parameters in interlaboratory studies ⋮ Estimating common parameters of growth curve models ⋮ Adjusted generalized confidence intervals for the common coefficient of variation of several normal populations ⋮ On exact confidence intervals for the common mean of several normal populations ⋮ On estimation of the common mean of \(k\;(\geq 2)\) normal populations with order restricted variances ⋮ Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean ⋮ Estimation of the parameters in two linear models with only some of the parameter vectors identical ⋮ Isotonic regression for metallic microstructure data: estimation and testing under order restrictions ⋮ On the recovery of interblock information in intra and intergroup balanced incomplete block designs ⋮ Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Point and interval estimation of powers of scale parameters for two normal populations with a common mean ⋮ Merging data from multiple sources: pretest and shrinkage perspectives ⋮ Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution ⋮ Yates type estimators of a common mean ⋮ Confidence regions for the common mean vector of several multivariate normal populations ⋮ Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss ⋮ Classification into two normal populations with a common mean and unequal variances ⋮ On some aspects of estimation of a common mean of two independent normal populations ⋮ Statistical aspects of linkage analysis in interlaboratory studies ⋮ A bayes method for estimating the common mean of two normal populations ⋮ Recovery of inter-block information: extensions in a two variance component model ⋮ Functional asymptotic confidence intervals for a common mean of independent random variables ⋮ Improved estimators for the common means of two normal distributions with ordered variances ⋮ Closer estimators of a common mean in the sense of Pitman ⋮ Combining independent normal Sample means by weighting With their standard errors ⋮ Estimator models for combining vector estimators ⋮ An estimator of the common mean of two normal populations ⋮ Shrinkage estimation for the mean of the inverse Gaussian population ⋮ Stochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence loss ⋮ Generalized inferences on the common mean vector of several multivariate normal populations ⋮ A Bayesian approach to estimating agricultural yield based on multiple repeated surveys ⋮ Improving estimates in B.I.B. designs ⋮ Improving estimates in P.B.I.B. designs ⋮ CONFIDENCE INTERVALS FOR THE COMMON MEAN OF SEVERAL ONE-PARAMETER EXPONENTIAL POPULATIONS ⋮ Estimation of two ordered normal means under modified Pitman nearness criterion ⋮ Recovery of interblock information: An update ⋮ Estimating Quantiles of Normal Populations with a Common Mean ⋮ Statistical procedures based on signed ranks in \(k\) samples with unequal variances ⋮ Testing on the common mean of several normal distributions ⋮ Unnamed Item ⋮ On estimating the common mean in two normal distributions after a preliminary test for equality of variances ⋮ Robust estimation of common regression coefficients under spherical symmetry ⋮ Estimation of a common multivariate normal mean vector ⋮ Estimation of a common mean of several univariate inverse Gaussian populations ⋮ Estimating common parameters in heterogeneous random effects models ⋮ Estimation of the common mean of two univariate normal populations ⋮ Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses ⋮ Estimation of two order restricted normal means with unknown and possibly unequal variances ⋮ On combining correlated estimators of the common mean of a multivariate normal distribution ⋮ Estimation of the common mean of a bivariate normal distribution ⋮ Finite-sample properties of the Graybill-Deal estimator ⋮ Confidence intervals for the weighted coefficients of variation of two-parameter exponential distributions ⋮ Inferences on the common mean of several normal populations under heteroscedasticity ⋮ Conservative confidence intervals based on weighted means statistics ⋮ Noninformative priors for the common mean in the bivariate normal distribution ⋮ A note on estimating the common mean of k normal distributions and the stein problem ⋮ Evaluation of a method for setting confidence intervals on the common mean of two normal populations ⋮ Interval estimation of treatment differences in block designs ⋮ Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method ⋮ Equivariant estimation of common mean of several normal populations ⋮ A revisit to the common mean problem: comparing the maximum likelihood estimator with the Graybill-Deal estimator ⋮ Estimation of two normal means which may be common ⋮ Models for Combining Results of Different Experiments: Retrospective and Prospective ⋮ Small samples confidencce intervals on common mean of two normal distributions variances ⋮ Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity ⋮ CONFIDENCE INTERVALS FOR COMMON VARIANCE OF SEVERAL ONE-PARAMETER EXPONENTIAL POPULATIONS ⋮ Interval estimation of the common mean ⋮ High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation ⋮ Combined estimate of a location parameter ⋮ On the cohen-sackrowitz estimator of a common mean ⋮ Supplementary test procedures for overall treatment effect ⋮ Testing hypotheses about the common mean of normal distributions ⋮ Estimation and testing of a common coefficient of variation from inverse Gaussian distributions ⋮ Estimation of the common location paeameters for the two linear models ⋮ On estimating the common mean of several normal populations under the pitman closeness criterion ⋮ A note on the recovery of inter-block information in balanced incomplete block designs ⋮ An improved confidence region for the common mean vector of two multivariate homoscedastic normal distributions ⋮ An algorithm for maximum likelihood estimation in incomplete block variance component models ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review ⋮ On the superiority of the nested multi-dimensional block designs, relative to the classical incomplete block designs

This page was built for publication: Combining Unbiased Estimators