Estimation of the mean of a univariate normal distribution when the variance is not known

DOI10.1111/j.1368-423X.2005.00164.xzbMath1078.62016OpenAlexW2004404142MaRDI QIDQ3367404

Dmitry Danilov

Publication date: 24 January 2006

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00164.x

zbMATH Keywords

relative efficiencypretestLaplace estimatorWALS estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (4)

A comparison of two model averaging techniques with an application to growth empirics ⋮ Sampling properties of the Bayesian posterior mean with an application to WALS estimation ⋮ On weighted estimation in linear regression in the presence of parameter uncertainty ⋮ Weighted-Average Least Squares Prediction

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
• Notation in econometrics: a proposal for a standard
• Estimation of the mean of a univariate normal distribution with known variance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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