Estimating the ratio of two scale parameters: a simple approach

DOI10.1007/S10463-010-0308-3MaRDI QIDQ421407zbMATH OpenOpenAlexFDO

Authors Panayiotis Bobotas, George Iliopoulos, Stavros Kourouklis

Publication date 23 May 2012

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

Full work available at URL https://doi.org/10.1007/s10463-010-0308-3

zbMATH Keywords

decision theoryimproved estimation of a scale parameterimproved estimation of ratio of scale parametersKubokawa's approachStein's and Brewster and Zidek's techniquesStrawderman's technique

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 1047760 (Why is no real title available?)
• scientific article; zbMATH DE number 922035 (Why is no real title available?)
• A new class of minimax generalized Bayes estimators of a normal variance
• A unified approach to improving equivariant estimators
• Decision-theoretic estimation of generalized variance and generalized precision
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Double shrinkage estimation of ratio of scale parameters
• Estimating the covariance matrix and the generalized variance under a symmetric loss
• Estimation of a normal variance -- a critical review
• Estimation with quadratic loss.
• Improving on equivariant estimators
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Minimax estimation of powers of the variance of a normal population under squared error loss
• On the estimation of a normal precision and a normal variance ratio
• On the estimation of a variance ratio
• On the invariant estimation of a normal variance ratio
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Some modifications of improved estimators of a normal variance
• Strawderman-type estimators for a scale parameter with application to the exponential distribution

Cited in

(11)

• Double shrinkage estimation of ratio of scale parameters
• Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
• Estimating a ratio of normal parameters
• Improved estimation of the smallest scale parameter of gamma distributions
• Estimating a function of scale parameter of an exponential population with unknown location under general loss function
• Ratio-scale measurement with intransitivity or incompleteness: the homogeneous case
• General dominance properties of double shrinkage estimators for ratio of positive parameters
• Improved estimators for functions of scale parameters in mixture models
• Rank-based estimation of the ratio of scale parameters and applications
• Testing powers of the ratio of variances of two normal populations with a common mean
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

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