Estimation of a scale parameter in mixture models with unknown location

DOI10.1016/J.JSPI.2003.09.028zbMATH Open1058.62022OpenAlexW2069591127MaRDI QIDQ1765765FDOQ1765765

Authors: Stavros Kourouklis, Constantinos Petropoulos 

Publication date: 23 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.028

Recommendations

• A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
• Improved estimators for functions of scale parameters in mixture models
• Estimation of scale parameters in mixture distributions
• scientific article; zbMATH DE number 5770657
• scientific article; zbMATH DE number 1763576

zbMATH Keywords

Decision theoryBrewster and Zidek's estimator of a scale parameterMixture of exponential distributionsMixture of normal distributionsMultivariate \(t\) distributionMultivariate Lomax distributionStein's estimator of a scale parameter

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation with quadratic loss.
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Title not available (Why is that?)
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• A unified approach to improving equivariant estimators
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Equivariant estimators of the covariance matrix
• Stein estimation: The spherically symmetric case
• JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
• Multivariate distributions for the life lengths of components of a system sharing a common environment
• Multivariate Lomax distribution: properties and usefulness in reliability theory
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Title not available (Why is that?)
• Estimation of scale parameters in mixture distributions
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Estimating the scale parameter of the exponential distribution with unknown location
• Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
• Risk behavior of variance estimators in multivariate normal distribution
• Estimation of the common scale of several shifted exponential distributions with unknown locations
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• On improved estimators of the generalized variance
• An improved estimator of the generalized variance
• Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss
• Title not available (Why is that?)
• Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
• Title not available (Why is that?)

Cited In (15)

• An Extension of the Normal/Independent Family for Studies of Robust Estimators
• The Bayes rule of the parameter in \((0,1)\) under the power-log loss function with an application to the beta-binomial model
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• Improved estimators for functions of scale parameters in mixture models
• Estimating a function of scale parameter of an exponential population with unknown location under general loss function
• Title not available (Why is that?)
• Strawderman-type estimators for a scale parameter with application to the exponential distribution
• Three strings of inequalities among six Bayes estimators
• Improved estimators of the entropy in scale mixture of exponential distributions
• Estimation of scale parameters in mixture distributions
• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• Estimation of location extremes within general families of scale mixtures
• Application of objective priors for the multivariate Lomax distribution
• A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

This page was built for publication: Estimation of a scale parameter in mixture models with unknown location

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765765)