Combining sample information in estimating ordered normal means

MaRDI QIDQ3580360zbMATH OpenFDO

Authors Constance van Eeden, James V. Zidek

Publication date 12 August 2010

zbMATH Keywords

maximum likelihoodestimationweighted likelihoodadmissibilityminimaxitynormal meansrestricted parameter spacesrelevance weighting

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

Recommendations

• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
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Cited in

(7)

• Combining independent normal Sample means by weighting With their standard errors
• Estimating one of two normal means when their difference is bounded
• James–Stein type estimators for ordered normal means
• On the bias and mean-square error of order-restricted maximum likelihood estimators
• The use of the weighted likelihood in the natural exponential families with quadratic variance
• On predictive density estimation with additional information
• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded

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