On a class of improved estimators of variance and estimation under order restriction

DOI10.1016/J.JSPI.2004.10.023MaRDI QIDQ2495828zbMATH OpenOpenAlexFDO

Authors Youhei Oono, Nobuo Shinozaki

Publication date 30 June 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.10.023

zbMATH Keywords

confidence intervalentropy lossisotonic regression estimatororder restrictionsquared error lossStein's estimatoruniform improvementuniversal domination

Mathematics Subject Classification ID

Statistical decision theory (62C99) Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

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Cites work

• Confidence interval estimation subject to order restrictions
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
• scientific article; zbMATH DE number 4178392 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 759401 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Improved confidence intervals for a normal variance
• Improved Confidence Intervals for the Variance of a Normal Distribution
• Improved estimation of the disturbance variance in a linear regression model
• Improved invariant confidence intervals for a normal variance
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Some modifications of improved estimators of a normal variance
• 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
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(15)

• Order restricted estimators: Some bias results.
• Growth kinetics in multicomponent fluids
• On the improved estimation of location parameters subject to order restrictions in location-scale families
• Classification into two normal populations with a common mean and unequal variances
• Three strings of inequalities among six Bayes estimators
• Estimation of ordered scale parameters of two exponential distributions with a common guarantee time
• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean
• Estimation of order restricted standard deviations of normal populations with a common mean
• The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model
• Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study
• The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function
• Estimating positive powers of ordered standard deviations of two normal populations
• Estimation of error variance in ANOVA model and order restricted scale parameters

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