A complete class theorem for estimating a noncentrality parameter

DOI10.1214/aos/1176350375zbMath0627.62008OpenAlexW1972203341MaRDI QIDQ1092545

Mo-Suk Chow

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350375

zbMATH Keywords

squared error lossinadmissibilityadmissible estimatorUMVUEgeneralized Bayes rulesnoncentrality parameternoncentral chi-squarenoncentral F distribution

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15) Complete class results in statistical decision theory (62C07)

Related Items (14)

Estimation of the noncentrality parameter of an \(F\)-distribution ⋮ On point estimation of the abnormality of a Mahalanobis index ⋮ A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models ⋮ Refined normal approximations for the central and noncentral chi-square distributions and some applications ⋮ A robust effect size index ⋮ Unbiased estimation in the non-central chi-square distribution ⋮ Consistency of Bayesian estimates for the sum of squared normal means with a normal prior ⋮ On estimating the non-centrality parameter of a chi-squared distribution ⋮ Inference of non-centrality parameter of a truncated non-central chi-squared distribution ⋮ Estimation of noncentrality parameters ⋮ ISO\(^*\) property of two-parameter compound Poisson distributions with applications ⋮ Testing for consistency in a single multicenter trial ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review ⋮ An identity for the noncentral Wishart distribution with application

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