The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
DOI10.1080/03610929608831744zbMATH Open0875.62141OpenAlexW2028113030MaRDI QIDQ4337170FDOQ4337170
Authors: Yasushi Nagata 
Publication date: 5 November 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831744
Recommendations
- Stein-type improvements of confidence intervals for the generalized variance
- Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
- On assessing the precision of Stein's estimator
- Comparison of the iterative Stein-rule and the usual estimators of the error variance under the Pitman nearness criterion
- The modification of confidence intervals for variance components in one-way random model using Stein's approach
- A note on inadmissibility of the iterative Stein-rule estimator of the disturbance variance
linear modelunbiasednesscoverage probabilitypreliminary test estimationdisturbance varianceStein type estimatorNeyman accuracyWolfowitz accuracy
Cites Work
- Title not available (Why is that?)
- Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability
- Improving on equivariant estimators
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- A unified approach to improving equivariant estimators
- Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
- Improved estimation of the disturbance variance in a linear regression model
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Improved invariant confidence intervals for a normal variance
- Optimal Confidence Intervals for the Variance of a Normal Distribution
- Improved Confidence Intervals for the Variance of a Normal Distribution
- Improved confidence intervals for a normal variance
- Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
- Risk behavior of variance estimators in multivariate normal distribution
- Minimax Estimates of the Mean of a Normal Distribution with Known Variance
- 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
- A Two-Stage Procedure for the Behrens-Fisher Problem
- The exact distribution and density functions of the stein-type estimator for normal variance
Cited In (2)
This page was built for publication: The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337170)
