The exact distribution and density functions of the stein-type estimator for normal variance

DOI10.1080/03610929308831190zbMath0800.62072MaRDI QIDQ4275849

Kazuhiro Ohtani

Publication date: 31 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831190

Mathematics Subject Classification ID

62F10: Point estimation

62E15: Exact distribution theory in statistics

Related Items

The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model, The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance, Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors, The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables, The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables, Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.

Cites Work

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