Simultaneous equivariant estimation for location-scale models

DOI10.1016/0378-3758(94)90141-4zbMath0803.62017WikidataQ126409176 ScholiaQ126409176MaRDI QIDQ1330218

B. Chandrasekar, T. Edwin Prabakaran

Publication date: 5 January 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90141-4

zbMATH Keywords

uniqueness; characterization; examples; location-scale model; marginal equivariant estimation; quadratic-type loss function; simultaneous equivariant estimation; vector minimum risk equivariant estimator

Mathematics Subject Classification ID

62F10: Point estimation

62A01: Foundations and philosophical topics in statistics

Related Items

EQUIVARIANT ESTIMATION FOR PARAMETERS OF EXPONENTIAL DISTRIBUTIONS BASED ON TYPE-II PROGRESSIVELY CENSORED SAMPLES, Estimation of an exponential quantile under pitman's measure of closeness, Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models, Characterization of an optimal matrix estimator under convex loss function, A note on the equivariant estimation of an exponential scale using progressively censored data, The Pitman estimator of the Cauchy location parameter, Equivariant Estimation of Parameters Based on Sequential Order Statistics from (1, 3) and (2, 3) Systems

Cites Work

• An optimality criterion for vector unbiased statistical estimation functions
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