Cited in
(only showing first 100 items - show all)- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- Estimating the scale parameter of an exponential distribution under progressive type II censoring
- Estimating common standard deviation of two normal populations with ordered means
- Estimation and classification using progressive type-II censored samples from two exponential populations with a common location
- On the estimation of a normal precision and a normal variance ratio
- Quadratic estimators of quadratic functions of normal parameters
- A note on decision theoretic estimation of ordered parameters
- Equivariant estimation following selection from two normal populations having common unknown variance
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
- Alternative estimators for the variance of several normal populations
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution
- Estimating an exponential scale parameter under double censoring
- Estimation after selection under reflected normal loss function
- Improved estimation of the generalized precision under the squared loss
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- Estimation after selection from gamma populations with unequal known shape parameters
- Estimating ordered quantiles of two exponential populations with a common minimum guarantee time
- Quantile estimation for a selected normal population
- On the estimation of a variance ratio
- On admissible estimation of a mean vector when the scale is unknown
- On some inadmissibility results for the scale parameters of selected gamma populations
- Testing powers of the ratio of variances of two normal populations with a common mean
- Estimating the shape parameter of a Pareto distribution under restrictions
- Stein estimation -- a review
- A note on estimating quantiles of exponential populations
- On the invariant estimation of an exponential scale using doubly censored data
- Risk behavior of variance estimators in multivariate normal distribution
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- Double shrinkage estimation of ratio of scale parameters
- Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean
- On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
- Estimating reciprocals of scale parameters of two exponential populations with common location and ordered scales using censored samples
- Adjusted variance estimators based on minimizing mean squared error for stratified random samples
- Improved estimators of hazard rate from a selected exponential population
- Estimation of an exponential quantile under pitman's measure of closeness
- Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics
- Equivariant estimation of common mean of several normal populations
- On improved estimation of the larger location parameter
- Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
- Estimating the common hazard rate of two exponential distributions with ordered location parameters
- Estimation of the smallest normal variance with applications to variance components models
- Equivariant estimation of the selected location parameter
- Quantile estimation of the selected exponential population
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
- A note on the equivariant estimation of an exponential scale using progressively censored data
- New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution
- A note on simultaneous estimation of order restricted location parameters of a general bivariate symmetric distribution under a general loss function
- The modification of confidence intervals for variance components in one-way random model using Stein's approach
- Classification rules for two exponential populations with common location and ordered scales under censored samples
- On a class of improved estimators of variance and estimation under order restriction
- Equivariant estimators of the covariance matrix
- Generalized Bayes minimax estimators of the variance of a multivariate normal distribution
- Some modifications of improved estimators of a normal variance
- Improved estimators for functions of scale parameters in mixture models
- Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location
- Estimation of the parameter of the selected uniform population under the entropy loss function
- Improved estimation of the generalized precision under the entropy loss
- Improved invariant set estimation for general scale families
- Improved estimation in lognormal regression models
- Estimating a new stress–strength index for several exponential populations with a common location
- Asymptotic variance estimation in multivariate distributions
- A class of minimax estimators of the scale parameter of the uniform distribution
- Improved estimation for the parameters of an inverse gaussian distribution
- Empirical Bayes estimation for the mean of the selected normal population when there are additional data
- A note on universal admissibility of scale parameter estimators
- Estimation of the shape parameter of a Pareto distribution
- Estimation of a normal variance -- a critical review
- Shrinkage confidence procedures
- Estimating parameters of a selected Pareto population
- Estimating ordered scale parameters of two exponential populations with a common location under type-II censoring
- Estimation of order restricted standard deviations of normal populations with a common mean
- On the invariant estimation of a normal variance ratio
- Estimation of the largest location parameter of exponential distributions
- Two modifications of Goodman’s technique for improving estimates
- Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
- Improved confidence intervals for the scale parameter of Burr XII model based on record values
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function
- Estimating quantiles of a selected exponential population.
- New classes of improved confidence intervals for the variance of a normal distribution
- Estimation of the smallest scale parameter of two-parameter exponential distributions
- The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
- Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
- Improved estimators for parameters of a Pareto distribution with a restricted scale
- Inadmissibility of invariant estimator of function of scale parameter of several exponential distributions
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- The exact distribution and density functions of the stein-type estimator for normal variance
- Estimation of the parameters of an exponential distribution under constrained location
- Improved estimation under Pitman's measure of closeness
- Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
- Improved estimation of the disturbance variance in a linear regression model
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- A New Estimator of the Variance Based on Minimizing Mean Squared Error
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
- On the improved estimation of a function of the scale parameter of an exponential distribution based on doubly censored sample
- Improvements over the james-stein estimator: A risk analysis
- Estimation of the entropy of a multivariate normal distribution
- Some inadmissibility results for estimating ordered uniform scale parameters
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