scientific article; zbMATH DE number 1047760

MaRDI QIDQ4347927zbMATH OpenFDO

Authors Tatsuya Kubokawa, Muni S. Srivastava

Publication date 19 October 1997

zbMATH Keywords

convex loss functionsdouble shrinkage estimatorempirical Bayes estimatorestimators of ratio of variancesgeneralized Bayes estimatorKullback-Leibler loss functionMonte Carlo simulationnormal distributionsStein's truncated estimatorsunknown means

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Point estimation (62F10)

Recommendations

• Double shrinkage estimation of ratio of scale parameters
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• Improved dual to variance ratio type estimators for population variance

Cited in

(15)

• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
• On improved interval estimation for the generalized variance
• Double shrinkage estimation of ratio of scale parameters
• Estimation of parametric functions in Downton's bivariate exponential distribution
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
• General dominance properties of double shrinkage estimators for ratio of positive parameters
• Estimating the ratio of two scale parameters: a simple approach
• Double shrinkage empirical Bayesian estimation for unknown and unequal variances
• scientific article; zbMATH DE number 922035 (Why is no real title available?)
• Double stage shrinkage testimators for the variance of a normal distribution using asymmetric loss function
• On the estimation of a normal precision and a normal variance ratio
• Inadmissibility of an estimator for the ratio of variance components
• Double shrink methodologies to determine the sample size via covariance structures

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