Estimation of the non-centrality parameter of a chi squared distribution

DOI10.1214/AOS/1176345892MaRDI QIDQ1164326zbMATH OpenOpenAlexFDO

Authors K. M. Lal Saxena, Khursheed Alam

Publication date 1982

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345892

zbMATH Keywords

maximum likelihoodsquared error loss

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cited in

(26)

• Unbiased estimation in the non-central chi-square distribution
• Discrete mixture representations of parametric distribution families: geometry and statistics
• Approximate Bayesian computation using asymptotically normal point estimates
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Bayesian ikference procedures derived via the concept of relative surprise
• Incomplete Exponential and Hypergeometric Functions with Applications to the Non Central χ²-Distribution
• Confidence intervals for the noncentral chi-squared distribution
• Group adaptive stein estimation of normal means
• Monotonicity properties and bounds for the chi-square and gamma distributions
• An identity for the noncentral Wishart distribution with application
• Bayesian estimation and prediction for certain type of mixtures
• Inference of non-centrality parameter of a truncated non-central chi-squared distribution
• Consistency of Bayesian estimates for the sum of squared normal means with a normal prior
• Estimation of a non-centrality parameter under Stein-type-like losses
• Modified Bessel functions and their applications in probability and statistics
• A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
• On some accurate bounds for the quantiles of a non-central chi squared distribution
• Refined normal approximations for the central and noncentral chi-square distributions and some applications
• A robust effect size index
• Estimation of the noncentrality parameter of an \(F\)-distribution
• Asymptotic Bayes risks for a general class of losses
• On estimating the non-centrality parameter of a chi-squared distribution
• Some contributions to selection and estimation in the normal linear model
• The S-system computation of non-central gamma distribution
• Computation of the maximum likelihood estimate of a noncentrality parameter
• ISO^* property of two-parameter compound Poisson distributions with applications

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