Estimation of order restricted location/scale parameters of a general bivariate distribution under general loss function: some unified results

DOI10.1007/S42081-022-00168-WzbMATH Open1499.62093arXiv2111.00730OpenAlexW4283712625MaRDI QIDQ2103277FDOQ2103277

Authors: Naresh Garg, Neeraj Misra 

Publication date: 13 December 2022

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Abstract: We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various results in the literature dealing with sufficient conditions for finding improvments over arbitrary location/scale equivariant estimators. The usefulness of these results is illustrated through various examples. A simulation study is considered to compare risk performances of various estimators under bivariate normal and independent gamma probability models. A real-life data analysis is also performed to demonstrate applicability of the derived results.

Full work available at URL: https://arxiv.org/abs/2111.00730

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zbMATH Keywords

inadmissibilityrestricted parameter spacerestricted MLEscale equivariant estimatorimproved estimatorlocation equivariant estimator

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

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Cited In (5)

• Loss-based approach to two-piece location-scale distributions with applications to dependent data
• A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion
• Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location
• On the improved estimation of location parameters subject to order restrictions in location-scale families
• Estimation and classification using progressive type-II censored samples from two exponential populations with a common location

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