Estimation of a scale parameter in mixture models with unknown location

DOI10.1016/J.JSPI.2003.09.028MaRDI QIDQ1765765zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 5604057 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 4032826 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 954472 (Why is no real title available?)
• scientific article; zbMATH DE number 804210 (Why is no real title available?)
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• A unified approach to improving equivariant estimators
• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• An improved estimator of the generalized variance
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Equivariant estimators of the covariance matrix
• Estimating the scale parameter of the exponential distribution with unknown location
• Estimation of scale parameters in mixture distributions
• Estimation of the common scale of several shifted exponential distributions with unknown locations
• Estimation of the scale matrix of a multivariate t-model under entropy loss
• Estimation with quadratic loss.
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Improving on equivariant estimators
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• 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
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Multivariate Lomax distribution: properties and usefulness in reliability theory
• Multivariate distributions for the life lengths of components of a system sharing a common environment
• On improved estimators of the generalized variance
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Risk behavior of variance estimators in multivariate normal distribution
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Stein estimation: The spherically symmetric case
• Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

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
• Strawderman-type estimators for a scale parameter with application to the exponential distribution
• scientific article; zbMATH DE number 5770657 (Why is no real title available?)
• Improved estimators of the entropy in scale mixture of exponential distributions
• Three strings of inequalities among six Bayes estimators
• 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)