Reduction of risk using restricted estimators
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Publication:4843871
DOI10.1080/03610929508831536zbMath0825.62317OpenAlexW2055827962MaRDI QIDQ4843871
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Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929508831536
Related Items (3)
Simultaneous estimation in a restricted linear model ⋮ A good property of the maximum likelihood estimator in a restricted normal model ⋮ Estimation of Ordered Means of Two Poisson Distributions
Cites Work
- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
- Quadratic loss of order restricted estimators for treatment means with a control
- Stochastic reduction of loss in estimating normal means by isotonic regression
- The quadratic loss of isotonic regression under normality
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
- Confidence interval estimation subject to order restrictions
- Precision of individual estimators in simultaneous estimation of parameters
- Conditional Expectation Given A $\sigma$-Lattice and Applications
- Estimation of the Last Mean of a Monotone Sequence
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