Mean square error comparison among variance estimators with known coefficient of variation

DOI10.1007/S00362-009-0221-0MaRDI QIDQ451491zbMATH OpenOpenAlexFDO

Authors A. Laheetharan, P. Wijekoon

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0221-0

zbMATH Keywords

optimal shrunken estimatorscaled mean square error loss

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Estimation for a scale parameter with known coefficient of variation
• Improved estimation of the mean in one-parameter exponential families with known coefficient of variation
• Improved estimation of the population parameters when some additional information is available
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure

Cited in

(3)

• Improved estimation of the population parameters when some additional information is available
• Improved estimators of the mean of a normal distribution with a known coefficient of variation
• Improved linear combination of two estimators for a function of interested parameter

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