On a Normal Mean with Known Coefficient of Variation

DOI10.1177/0008068320030102zbMath1057.62019OpenAlexW2512624995MaRDI QIDQ4660093

Nabendu Pal, Huizhen Guo

Publication date: 21 March 2005

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068320030102

zbMATH Keywords

risk functionscale and direction equivariant estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Related Items (4)

Sequential estimation of an inverse Gaussian mean with known coefficient of variation ⋮ Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation ⋮ Some aspects of minimum variance unbiased estimation in presence of ancillary statistics ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss

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