Estimation for a scale parameter with known coefficient of variation

DOI10.1007/BF02927100zbMath0904.62027OpenAlexW1990287879MaRDI QIDQ1269479

Koji Kanefuji, Kōsei Iwase

Publication date: 25 January 1999

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02927100

zbMATH Keywords

mean squared errorinverse Gaussian distributionlognormal distributionrelative efficiencyBirnbaum-Saunders distributionoptimal estimator\(K\)-loss function

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (2)

Interval and point estimators for the location parameter of the three-parameter lognormal distribution ⋮ Mean square error comparison among variance estimators with known coefficient of variation

Cites Work

• Unnamed Item
• Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
• Linear regression through the origin with constant coefficient of variation for the inverse gaussian distribution
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• On the Inverse Gaussian Distribution Function
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure

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