On a Normal Mean with Known Coefficient of Variation

DOI10.1177/0008068320030102MaRDI QIDQ4660093zbMATH OpenOpenAlexFDO

Authors Huizhen Guo, Nabendu Pal

Publication date 21 March 2005

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068320030102

zbMATH Keywords

risk functionscale and direction equivariant estimator

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cited in

(12)

• On the best equivariant estimator of mean of a multivariate normal population
• Improved estimators of the mean of a normal distribution with a known coefficient of variation
• Sequential estimation of an inverse Gaussian mean with known coefficient of variation
• Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment
• Estimation of a mean of a normal distribution with a bounded coefficient of variation
• Some aspects of minimum variance unbiased estimation in presence of ancillary statistics
• An Appreciation of Balanced Loss Functions Via Regret Loss
• A remark on estimating the mean of a normal distribution with known coefficient of variation
• Estimating the Mean of Normal Distribution with Known Coefficient of Variation
• Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators
• Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation
• On tests for a normal mean with known coefficient of variation

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