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

DOI10.1007/S42081-022-00168-WMaRDI QIDQ2103277zbMATHOpenAlexFDO

Authors Naresh Garg, Neeraj Misra

Publication date 13 December 2022

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

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

zbMATH Keywords

inadmissibilityrestricted parameter spacerestricted MLEscale equivariant estimatorimproved estimatorlocation equivariant estimator

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
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Cited in

(5)

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

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