Simultaneous estimation of coefficients of variation
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Publication:1600740
DOI10.1016/S0378-3758(01)00121-5zbMATH Open1011.62026OpenAlexW2156514604MaRDI QIDQ1600740FDOQ1600740
Authors: S. Ejaz Ahmed 
Publication date: 16 June 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00121-5
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Cites Work
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- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Inference based on conditional speclfication
- Improved Estimation in a Contingency Table: Independence Structure
- The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
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- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
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Cited In (13)
- Risk comparison of some shrinkage M-estimators in linear models
- Small sample inference for the common coefficient of variation
- Pretest and shrinkage estimators for log-normal means
- On the estimation of reliabilty function in a Weibull lifetime distribution
- Influence diagnostics on the coefficient of variation of elliptically contoured distributions
- Simultaneous confidence intervals for all differences of coefficients of variation of normal distributions with an application to PM2.5 dispersion
- Improving the performance of kurtosis estimator
- Simultaneous estimation of means of two sensitive variables
- Two new confidence intervals for the coefficient of variation in a normal distribution
- A novel definition of the multivariate coefficient of variation
- Simultaneous estimation of Cronbach’s alpha coefficients
- Testing hypotheses on coefficients of variation from a series of two-armed experiments
- Testing and Merging Information for Effect Size Estimation
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