Estimation of the mean of a univariate normal distribution when the variance is not known
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Publication:3367404
DOI10.1111/J.1368-423X.2005.00164.XzbMATH Open1078.62016OpenAlexW2004404142MaRDI QIDQ3367404FDOQ3367404
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
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Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
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- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Notation in econometrics: a proposal for a standard
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Estimation of the mean of a univariate normal distribution with known variance
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
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Cited In (7)
- Estimation of the mean of a univariate normal distribution with known variance
- Title not available (Why is that?)
- 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
- On weighted estimation in linear regression in the presence of parameter uncertainty
- Weighted-Average Least Squares Prediction
- Linear shrinkage estimation of the variance of a distribution with unknown mean
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