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

zbMATH Keywords

linear modelunbiasednesscoverage probabilitypreliminary test estimationdisturbance varianceStein type estimatorNeyman accuracyWolfowitz accuracy

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

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

Cites Work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• A Two-Stage Procedure for the Behrens-Fisher Problem
• A unified approach to improving equivariant estimators
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Improved Confidence Intervals for the Variance of a Normal Distribution
• Improved confidence intervals for a normal variance
• Improved estimation of the disturbance variance in a linear regression model
• Improved invariant confidence intervals for a normal variance
• Improving on equivariant estimators
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Minimax Estimates of the Mean of a Normal Distribution with Known Variance
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• 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
• Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Risk behavior of variance estimators in multivariate normal distribution
• The exact distribution and density functions of the stein-type estimator for normal 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

Cited In (2)

• Stein estimation -- a review
• Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors

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)