Double shrinkage estimation of ratio of scale parameters
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Publication:1336547
DOI10.1007/BF00773596zbMath0804.62026MaRDI QIDQ1336547
Publication date: 19 January 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
shrinkage estimationinadmissibilityexponentialPareto distributionsnormalratio of variancesorder restrictionslognormalunknown locationdouble shrinkage improved estimatorsestimating ratio of scale parametersestimation of ordered scale parametersmonotone likelihood ratio propertiesnoncentral chi-square distributionsratio of covariance matricesStein's truncated rulestrictly convex loss functions
Related Items (17)
Estimation of the smallest scale parameter of two-parameter exponential distributions ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Minimaxity in predictive density estimation with parametric constraints ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection ⋮ Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss ⋮ Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function ⋮ Estimating one of two normal means when their difference is bounded ⋮ On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint ⋮ On the estimation of a normal precision and a normal variance ratio ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ A note on decision theoretic estimation of ordered parameters ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review ⋮ Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
Cites Work
- Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
- On the estimation of a variance ratio
- Improved invariant confidence intervals for a normal variance
- A unified approach to improving equivariant estimators
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Alternative estimators for the scale parameter of the exponential distribution with unknown location
- Improving on equivariant estimators
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Equivariant estimators of the covariance matrix
- Estimation of noncentrality parameters
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
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