Improving on equivariant estimators

Cited In (only showing first 100 items - show all)

Stein-type improved estimation of standard error under asymmetric LINEX loss function
Estimating common standard deviation of two normal populations with ordered means
On the estimation of a normal precision and a normal variance ratio
Alternative estimators for the variance of several normal populations
Improved estimation of the generalized precision under the squared loss
Shrinkage and modification techniques in estimation of variance and the related problems: A review
Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
Estimation after selection from gamma populations with unequal known shape parameters
On some inadmissibility results for the scale parameters of selected gamma populations
On the estimation of a variance ratio
Estimating the shape parameter of a Pareto distribution under restrictions
Stein estimation -- a review
Improving on the best affine equivariant estimator of the ratio of generalized variances
Risk behavior of variance estimators in multivariate normal distribution
On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
Double shrinkage estimation of ratio of scale parameters
Estimation of an exponential quantile under pitman's measure of closeness
Quantile estimation of the selected exponential population
Generalized Bayes minimax estimators of the variance of a multivariate normal distribution
Equivariant estimators of the covariance matrix
On a class of improved estimators of variance and estimation under order restriction
New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution
Some modifications of improved estimators of a normal variance
Estimation of the parameter of the selected uniform population under the entropy loss function
Improved invariant set estimation for general scale families
Improved estimation in lognormal regression models
A class of minimax estimators of the scale parameter of the uniform distribution
Asymptotic variance estimation in multivariate distributions
Estimation After Selection Under Reflected Normal Loss Function
Estimation of order restricted standard deviations of normal populations with a common mean
Shrinkage confidence procedures
Estimation of the largest location parameter of exponential distributions
Estimation of a normal variance -- a critical review
Estimating parameters of a selected Pareto population
On the invariant estimation of a normal variance ratio
Estimating quantiles of a selected exponential population.
Improved confidence intervals for the scale parameter of Burr XII model based on record values
New classes of improved confidence intervals for the variance of a normal distribution
Improved estimators for parameters of a Pareto distribution with a restricted scale
Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
Estimation of the parameters of an exponential distribution under constrained location
Improved estimation under Pitman's measure of closeness
Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
Improved estimation of the disturbance variance in a linear regression model
Estimation of the entropy of a multivariate normal distribution
Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
On improved interval estimation for the generalized variance
On improved estimators of the generalized variance
Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
Strawderman-type estimators for a scale parameter with application to the exponential distribution
A new property of the inverse Gaussian distribution with applications
Estimation after selection from exponential populations with unequal scale parameters
Estimating the Renyi entropy of several exponential populations
Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
Estimation of hazard rate of a selected exponential population
On the pitman estimator op ordered normal means
Estimation of the variance and its applications
Improved estimation of the smallest scale parameter of gamma distributions
Improved estimators of the entropy in scale mixture of exponential distributions
Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples
A new class of minimax generalized Bayes estimators of a normal variance
Estimation of ordered scale parameters of two exponential distributions with a common guarantee time
Estimating the parameters of a selected bivariate normal population
Estimation of error variance in ANOVA model and order restricted scale parameters
Estimating the mean of the selected uniform population
Estimation of the mean of the selected gamma population
Estimating a positive normal mean
An approach to improving the James-Stein estimator
Equivariant estimation under the pitman closeness criterion
On estimating the mean of the selected uniform population
Estimation of the common scale of several shifted exponential distributions with unknown locations
General dominance properties of double shrinkage estimators for ratio of positive parameters
A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
Estimation of a scale parameter in mixture models with unknown location
Estimating the ratio of two scale parameters: a simple approach
Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
Estimation of the Shannon's entropy of several shifted exponential populations
Equivariant estimation following selection from two normal populations having common unknown variance
A note on decision theoretic estimation of ordered parameters
Quadratic estimators of quadratic functions of normal parameters
Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
Estimation of the order restricted scale parameters for two populations from the Lomax distribution
Estimating an exponential scale parameter under double censoring
Estimating ordered quantiles of two exponential populations with a common minimum guarantee time
Testing powers of the ratio of variances of two normal populations with a common mean
Quantile estimation for a selected normal population
On admissible estimation of a mean vector when the scale is unknown
A note on estimating quantiles of exponential populations
Adjusted variance estimators based on minimizing mean squared error for stratified random samples
Improved estimators of hazard rate from a selected exponential population
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean
Estimating reciprocals of scale parameters of two exponential populations with common location and ordered scales using censored samples
On the invariant estimation of an exponential scale using doubly censored data
Admissible and minimax estimation of the parameters of the selected normal population in two-stage adaptive designs under reflected normal loss function
Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics
Equivariant estimation of common mean of several normal populations
Equivariant estimation of the selected location parameter
Estimating the common hazard rate of two exponential distributions with ordered location parameters

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