Estimation of noncentrality parameters
DOI10.2307/3315657zbMATH Open0787.62023OpenAlexW2103577296MaRDI QIDQ4201518FDOQ4201518
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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
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- scientific article; zbMATH DE number 123895
linear regression modelsunbiased estimatorMonte Carlo studyboundsquadratic losselliptically contoured distributionStein effectnoncentrality parameterStein identitynoncentral chi-squarenoncentral \(F\)
Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)
Cites Work
- A unified approach to improving equivariant estimators
- Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- On some accurate bounds for the quantiles of a non-central chi squared distribution
- A complete class theorem for estimating a noncentrality parameter
- Some remarks on estimating a noncentrality parameter
- Further remarks on estimating the parameter of a noncentral chi-square distribution
- Robust estimation of common regression coefficients under spherical symmetry
Cited In (25)
- 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
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace
- Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution
- A robust effect size index
- On estimating the non-centrality parameter of a chi-squared distribution
- Chi-square oracle inequalities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Unbiased estimation in the non-central chi-square distribution
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