A non-bayesian approach to estimation using tested priors
From MaRDI portal
Publication:4711488
DOI10.1080/03610928808829702zbMATH Open0850.62264OpenAlexW2171749964MaRDI QIDQ4711488FDOQ4711488
Authors: Varghese George, S. K. Katti
Publication date: 25 June 1992
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829702
Cites Work
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Double stage estimation of population variance
- Use of Some a Priori Knowledge in the Estimation of Means from Double Samples
- Nonstandard Set Theory
- Title not available (Why is that?)
- On a Two-Stage Estimate of the Mean
This page was built for publication: A non-bayesian approach to estimation using tested priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4711488)