On the invariant estimation of a normal variance ratio

DOI10.1016/0378-3758(94)00082-7zbMath0811.62030OpenAlexW1986925016WikidataQ127554510 ScholiaQ127554510MaRDI QIDQ1346661

Mohamed T. Madi

Publication date: 9 April 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)00082-7

zbMATH Keywords

risk reductionnumerical studybest affine equivariant estimatorbowl-shaped loss functionssmooth estimatorsunknown meansvariance ratio of two normal populations

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Related Items

Noninformative priors for the ratio of variabilities in a bivariate normal population ⋮ Noninformative priors for the normal variance ratio ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ 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

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• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters