Improved Estimation in a Contingency Table: Independence Structure

DOI10.2307/2289938zbMATH Open0688.62037OpenAlexW4249023854MaRDI QIDQ4207486FDOQ4207486

Authors: Arjun K. Gupta, Pranab K. Sen, A. K. Md. Ehsanes Saleh Error creating thumbnail:

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2289938

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zbMATH Keywords

quadratic lossasymptotic biasshrinkage estimatorpreliminary test estimatoruncertain prior informationnull hypothesis of independenceJames-Stein rulelocal Pitman-type alternativesasymptotic riskscontingency chi-squared statisticindependence pivotpreliminary test on independencetwo-way contingencyunrestricted maximum likelihood estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Contingency tables (62H17)

Cited In (17)

• Improved Minimax Estimators of Normal Convariance and Precision Matrices
• Shrinkage and penalized estimators in weighted least absolute deviations regression models
• Empirical bayes estimation in contingency tables
• Bayesian estimation methods for contingency tables
• Title not available (Why is that?)
• On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
• Shrinkage estimation in linear mixed models for longitudinal data
• Inference concerning quantile for left truncated and right censored data
• On shrinkage estimators in matrix variate elliptical models
• Improved biased estimation in an ANOVA model
• On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table
• The breakdown value of the \(L_1\) estimator in contingency tables
• Simultaneous estimation of coefficients of variation
• Closed Form Estimators of Latent Cell Frequencies
• Stepwise estimation of cell probabilities in 2 by 2 independent contingency tables
• Improving Tests for Superior Treatment in Contingency Tables
• Estimating odds-ratio: Homogeneity constraints

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