Estimation of noncentrality parameters

DOI10.2307/3315657MaRDI QIDQ4201518zbMATH OpenOpenAlexFDO

Authors

Publication date 25 August 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315657

zbMATH Keywords

linear regression modelsunbiased estimatorMonte Carlo studyboundsquadratic losselliptically contoured distributionStein effectnoncentrality parameterStein identitynoncentral chi-squarenoncentral \(F\)

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Recommendations

• On estimating the non-centrality parameter of a chi-squared distribution
• Estimation of a non-centrality parameter under Stein-type-like losses
• Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution
• Estimation of the noncentrality parameter of an \(F\)-distribution
• scientific article; zbMATH DE number 123895

Cites work

• A complete class theorem for estimating a noncentrality parameter
• A unified approach to improving equivariant estimators
• Further remarks on estimating the parameter of a noncentral chi-square distribution
• On some accurate bounds for the quantiles of a non-central chi squared distribution
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Robust estimation of common regression coefficients under spherical symmetry
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Some remarks on estimating a noncentrality parameter

Cited in

(25)

• Unbiased estimation in the non-central chi-square distribution
• Accurate confidence and Bayesian interval estimation for non-centrality parameters and effect size indices
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Double shrinkage estimation of ratio of scale parameters
• A conditional linear combination test with many weak instruments
• An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
• Estimation in noncentral distributions
• Confidence intervals for the noncentral chi-squared distribution
• Two-stage point estimation with a shrinkage stopping rule
• Inference of non-centrality parameter of a truncated non-central chi-squared distribution
• Consistency of Bayesian estimates for the sum of squared normal means with a normal prior
• A complete class theorem for estimating a noncentrality parameter
• Computation of Baarda's lower bound of the non-centrality parameter
• Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown
• Estimation of a non-centrality parameter under Stein-type-like losses
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
• Refined normal approximations for the central and noncentral chi-square distributions and some applications
• Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution
• Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace
• A robust effect size index
• On estimating the non-centrality parameter of a chi-squared distribution
• Chi-square oracle inequalities
• scientific article; zbMATH DE number 123895 (Why is no real title available?)
• scientific article; zbMATH DE number 1131738 (Why is no real title available?)

This page was built for publication: Estimation of noncentrality parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4201518)