Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
DOI10.1016/S0047-259X(03)00049-6zbMATH Open1032.62016MaRDI QIDQ1421855FDOQ1421855
Authors: James V. Zidek, Constance van Eeden
Publication date: 3 February 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Recommendations
Maximum likelihoodLikelihoodMinimaxityWeighted likelihoodNormal meansRelevance weightingRestricted parameter spaces
Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)
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Cited In (8)
- Nonparametric adaptive likelihood weights
- The weighted likelihood
- Estimating one of two normal means when their difference is bounded
- Asymptotic properties of maximum weighted likelihood estimators.
- Combining independent normal Sample means by weighting With their standard errors
- Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
- Combining sample information in estimating ordered normal means
- The use of the weighted likelihood in the natural exponential families with quadratic variance
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