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

DOI10.1111/J.1368-423X.2005.00164.XMaRDI QIDQ3367404zbMATHOpenAlexFDO

Authors D. I. Danilov

Publication date 24 January 2006

Published in 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

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

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Cites work

• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 862323 (Why is no real title available?)
• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
• Estimation of the mean of a univariate normal distribution with known variance
• Notation in econometrics: a proposal for a standard
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(7)

• Weighted-average least squares prediction
• On weighted estimation in linear regression in the presence of parameter uncertainty
• Estimation of the mean of a univariate normal distribution with known variance
• Linear shrinkage estimation of the variance of a distribution with unknown mean
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation
• A comparison of two model averaging techniques with an application to growth empirics
• scientific article; zbMATH DE number 762300 (Why is no real title available?)

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