Pages that link to "Item:Q2523673"
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The following pages link to Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean (Q2523673):
Displaying 50 items.
- Estimating common standard deviation of two normal populations with ordered means (Q257388) (← links)
- Estimating the shape parameter of a Pareto distribution under restrictions (Q267660) (← links)
- Overall objective priors (Q273584) (← links)
- Asymmetric risk of the Stein variance estimator under a misspecified linear regression model (Q297155) (← links)
- General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
- Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
- New classes of improved confidence intervals for the variance of a normal distribution (Q453713) (← links)
- Estimation of the parameters of an exponential distribution under constrained location (Q461824) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution (Q545149) (← links)
- A class of minimax estimators of the scale parameter of the uniform distribution (Q583754) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- Alternative estimators for the variance of several normal populations (Q689559) (← links)
- Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)
- On the estimation of a normal precision and a normal variance ratio (Q716256) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- Inadmissibility of an estimator for the ratio of variance components (Q753314) (← links)
- Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters (Q753317) (← links)
- Improved estimators of the entropy in scale mixture of exponential distributions (Q783276) (← links)
- Stein's method on Wiener chaos (Q839413) (← links)
- Noninformative priors for the normal variance ratio (Q840960) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Estimation of error variance in ANOVA model and order restricted scale parameters (Q870491) (← links)
- Small response estimation when parameter sign is known (Q892881) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression (Q902583) (← links)
- Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted (Q1019428) (← links)
- Improved variance estimation under sub-space restriction (Q1026362) (← links)
- Quadratic estimators of quadratic functions of normal parameters (Q1086935) (← links)
- Improved estimation in lognormal regression models (Q1099910) (← links)
- Improved estimation of a covariance matrix under quadratic loss (Q1117642) (← links)
- Entropy loss and risk of improved estimators for the generalized variance and precision (Q1118291) (← links)
- Improved estimation of the disturbance variance in a linear regression model (Q1123515) (← links)
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (Q1126137) (← links)
- A note on universal admissibility of scale parameter estimators (Q1130340) (← links)
- Asymptotic variance estimation in multivariate distributions (Q1175675) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Improved estimation of the ratio of variance components for a balanced one-way random effects model (Q1186035) (← links)
- Risk behavior of variance estimators in multivariate normal distribution (Q1186044) (← links)
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034) (← links)
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654) (← links)
- Stein-type improvements of confidence intervals for the generalized variance (Q1207637) (← links)
- On improved estimators of the generalized variance (Q1235462) (← links)
- Bayes equivariant estimators in a crossed classification random effects model (Q1240998) (← links)
- Nonnegative estimation of variance components in unbalanced mixed models with two variance components (Q1261302) (← links)
- On improving the shortest length confidence interval for the generalized variance. (Q1263182) (← links)
- Estimation of a normal variance -- a critical review (Q1269481) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function (Q1280037) (← links)
- Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919) (← links)
