Decision-theoretic issues in heterogeneity variance estimation
DOI10.1007/S10463-015-0505-1zbMATH Open1432.62019OpenAlexW2031068625MaRDI QIDQ287526FDOQ287526
Authors: Andrew L. Rukhin
Publication date: 20 May 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-015-0505-1
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Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) General considerations in statistical decision theory (62C05) Admissibility in statistical decision theory (62C15)
Cites Work
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- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Bayes estimators of heterogeneity variance and \(T\)-systems
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- Nonexponential Applications of a Global Cramèr-Rao Inequality
- Estimation in restricted parameter spaces: a review
- Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
Cited In (5)
- Restricted likelihood representation for multivariate heterogeneous random effects models
- Estimating heterogeneity variances to select a random effects model
- Bayes estimators of heterogeneity variance and \(T\)-systems
- Estimating common mean and heterogeneity variance in two study case meta-analysis
- On predictive density estimation for gamma models with parametric constraints
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