Cited in
(only showing first 100 items - show all)- Quadratic estimators of quadratic functions of normal parameters
- Improved estimation in lognormal regression models
- On the estimation of a variance ratio
- Improved estimation of the disturbance variance in a linear regression model
- A note on universal admissibility of scale parameter estimators
- Asymptotic variance estimation in multivariate distributions
- Improved estimation of the ratio of variance components for a balanced one-way random effects model
- Risk behavior of variance estimators in multivariate normal distribution
- Generalized Bayes estimators of a normal discriminant function
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- Influence of the prior distribution on the risk of the Bayes rule
- On improved estimators of the generalized variance
- Estimation of a normal variance -- a critical review
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- On improved interval estimation for the generalized variance
- Double shrinkage estimation of ratio of scale parameters
- Improved invariant set estimation for general scale families
- On the invariant estimation of a normal variance ratio
- Improved estimation under Pitman's measure of closeness
- A new property of the inverse Gaussian distribution with applications
- Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
- Quantile estimation of the selected exponential population
- Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
- Stein estimation -- a review
- Improved estimation of the generalized precision under the entropy loss
- A note on decision theoretic estimation of ordered parameters
- On the invariant estimation of an exponential scale using doubly censored data
- Classes of improved estimators for parameters of a Pareto distribution
- Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
- Improved estimation of the smallest scale parameter of gamma distributions
- Improved estimators for parameters of a Pareto distribution with a restricted scale
- Estimation of the entropy of a multivariate normal distribution
- Estimation of a scale parameter in mixture models with unknown location
- You just keep on pushing my love over the borderline: a rejoinder
- Some modifications of improved estimators of a normal variance
- Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
- A note on estimating quantiles of exponential populations
- The modification of confidence intervals for variance components in one-way random model using Stein's approach
- Estimation of the Shannon's entropy of several shifted exponential populations
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function
- Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
- On admissible estimation of a mean vector when the scale is unknown
- Improved estimators for functions of scale parameters in mixture models
- On estimating the location parameter of the selected exponential population under the LINEX loss function
- Predictive density estimation under the Wasserstein loss
- Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
- Improved confidence intervals for the scale parameter of Burr XII model based on record values
- A note on the equivariant estimation of an exponential scale using progressively censored data
- Estimation of regression coefficient of a selected population
- Estimation after selection from gamma populations with unequal known shape parameters
- Estimating an exponential scale parameter under double censoring
- Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
- Estimation of the variance and its applications
- On some inadmissibility results for the scale parameters of selected gamma populations
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution
- Estimation of the smallest normal variance with applications to variance components models
- Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
- Estimating a positive normal mean
- Improved estimation of an exponential scale ratio based on records
- On a class of improved estimators of variance and estimation under order restriction
- Decision theoretic estimation using record statistics
- A new class of minimax generalized Bayes estimators of a normal variance
- On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
- Estimating common standard deviation of two normal populations with ordered means
- Shrinkage confidence procedures
- Estimating the shape parameter of a Pareto distribution under restrictions
- Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis
- Estimation after selection under reflected normal loss function
- Estimating quantiles of normal populations with a common mean
- A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
- Equivariant estimation under the pitman closeness criterion
- Estimation of the variance in a normal population after the one-sided pre-test for the mean
- Estimation after selection from exponential populations with unequal scale parameters
- Estimating the mean of the selected uniform population
- Estimation of the mean of the selected gamma population
- Improved estimation for the parameters of an inverse gaussian distribution
- On the pitman estimator op ordered normal means
- Equivariant estimators of the covariance matrix
- Two modifications of Goodman’s technique for improving estimates
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- Estimation of the parameter of the selected uniform population under the entropy loss function
- On estimating the mean of the selected uniform population
- Estimating the ratio of two scale parameters: a simple approach
- Improved estimation of the generalized precision under the squared loss
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- The exact distribution and density functions of the stein-type estimator for normal variance
- On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
- The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
- 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
- Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- New classes of improved confidence intervals for the variance of a normal distribution
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