Estimation of the smallest normal variance with applications to variance components models

DOI10.1016/j.spl.2017.08.005zbMath1391.62012MaRDI QIDQ2406801

Stavros Kourouklis, Panayiotis Bobotas

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.08.005

zbMATH Keywords

decision theory; Stein-type estimators; Brewster and Zidek-type estimators; Strawderman-type estimators; improved confidence intervals of a normal variance; improved estimators of a normal variance

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62F10: Point estimation

62C99: Statistical decision theory

62J10: Analysis of variance and covariance (ANOVA)

Related Items

Estimation of the smallest scale parameter of two-parameter exponential distributions, Improved estimation of the smallest scale parameter of gamma distributions, Estimation of the smallest normal variance with applications to variance components models

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