A minimum discrimination information estimator of preliminary conjectured normal variance

DOI10.1007/BF00773673MaRDI QIDQ1260709zbMATH OpenOpenAlexFDO

Authors D. V. Gokhale, Hea-Jung Kim, Kôichi Inada

Publication date 25 August 1993

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

Full work available at URL https://doi.org/10.1007/bf00773673

zbMATH Keywords

Kullback-Leibler discrimination information measureMDI estimatormean square error efficiencyminimax criterionminimum discrimination informationnormal variancepreliminary conjecturepreliminary testprior informationshrinkage type estimator

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 124286
• scientific article; zbMATH DE number 4106041
• scientific article; zbMATH DE number 1843508
• A preliminary test estimator for amount of information in normal parent
• On double stage minimum discrimination information estimators of the interval constrained normal mean

Cites work

• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Estimating a bounded normal mean
• Estimation of the variance in a normal population after the one-sided pre-test for the mean
• Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
• scientific article; zbMATH DE number 4106041 (Why is no real title available?)
• scientific article; zbMATH DE number 824931 (Why is no real title available?)
• Improved estimation of the disturbance variance in a linear regression model
• M31. Least squares solutions over interval restrictions
• Mean square error and efficiency of the least squares estimator over interval constraints
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On Information and Sufficiency
• The minimum discrimination information approach in analyzing categorical data

Cited in

(9)

• scientific article; zbMATH DE number 4106041 (Why is no real title available?)
• scientific article; zbMATH DE number 124286 (Why is no real title available?)
• On shrinkage to interval estimators of the binomial p
• scientific article; zbMATH DE number 1545616 (Why is no real title available?)
• A minimum discrepancy estimator in parameter estimation
• scientific article; zbMATH DE number 1843489 (Why is no real title available?)
• scientific article; zbMATH DE number 1843508 (Why is no real title available?)
• On double stage minimum discrimination information estimators of the interval constrained normal mean
• A preliminary test estimator for amount of information in normal parent

This page was built for publication: A minimum discrimination information estimator of preliminary conjectured normal variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260709)