Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters

DOI10.1080/03610918.2016.1259479zbMATH Open1383.62057OpenAlexW2551727416MaRDI QIDQ3133067FDOQ3133067

Authors: Nighat Zahra, Supranee Lisawadi, S. Ejaz Ahmed 

Publication date: 12 February 2018

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1259479

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zbMATH Keywords

meta-analysissimulationkurtosisasymptotic distributional biasuncertain prior informationasymptotic quadratic riskshrinkage and pretest estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (3)

• Pretest and shrinkage estimators for log-normal means
• Stabilizing the performance of kurtosis estimator of multivariate data
• Simultaneous estimation of Cronbach’s alpha coefficients

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