Reduction of risk using restricted estimators
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Cites work
- Conditional Expectation Given A \sigma-Lattice and Applications
- Confidence interval estimation subject to order restrictions
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
- Estimation of the Last Mean of a Monotone Sequence
- Precision of individual estimators in simultaneous estimation of parameters
- Quadratic loss of order restricted estimators for treatment means with a control
- Stochastic reduction of loss in estimating normal means by isotonic regression
- The quadratic loss of isotonic regression under normality
- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
Cited in
(10)- Simultaneous estimation in a restricted linear model
- A good property of the maximum likelihood estimator in a restricted normal model
- Sub-Gaussian estimators of the mean of a random vector
- scientific article; zbMATH DE number 3846637 (Why is no real title available?)
- Estimation of Ordered Means of Two Poisson Distributions
- THE REDUCTION OF RISKS FOR SET‐VALUED ESTIMATORS
- Simultaneous estimation of restricted means via the Gauss divergence theorem
- Reduced Form Estimation, Hedging against Possible Misspecification
- The Loss of Efficiency Estimating Linear Functions under Restrictions
- Estimation of functions of scale parameters for two gamma populations and applications to classification
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