Double shrinkage estimation of ratio of scale parameters

DOI10.1007/BF00773596zbMath0804.62026MaRDI QIDQ1336547

Tatsuya Kubokawa

Publication date: 19 January 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

shrinkage estimation; inadmissibility; exponential; Pareto distributions; normal; ratio of variances; order restrictions; lognormal; unknown location; double shrinkage improved estimators; estimating ratio of scale parameters; estimation of ordered scale parameters; monotone likelihood ratio properties; noncentral chi-square distributions; ratio of covariance matrices; Stein's truncated rule; strictly convex loss functions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

Related Items

Estimating one of two normal means when their difference is bounded, Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval, Improving on the best affine equivariant estimator of the ratio of generalized variances, Estimation of parametric functions in Downton's bivariate exponential distribution, A note on decision theoretic estimation of ordered parameters, Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss, Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection, On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint, Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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