Estimation of two ordered normal means under modified Pitman nearness criterion

DOI10.1007/S10463-014-0479-4zbMATH Open1440.62084OpenAlexW2089067799MaRDI QIDQ498050FDOQ498050

Authors: Nobuo Shinozaki, Yuan-Tsung Chang 

Publication date: 25 September 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0479-4

Recommendations

• PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS
• Simultaneous estimation of normal means under simple order
• Improved estimators for the common means of two normal distributions with ordered variances
• Alternative estimation of the common mean of two normal populations with order restricted variances
• Estimation of two ordered normal means when a covariance matrix is known

zbMATH Keywords

unbiased estimatororder restrictioncommon meanrestricted MLEmodified Pitman nearnessPitman nearnessuniform improvement

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Cites Work

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Cited In (10)

• A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion
• High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation
• Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances
• Estimation of two ordered normal means when a covariance matrix is known
• Simultaneous estimation of normal means under simple order
• A Note on the Pitman Estimator of Ordered Normal Means When the Variances Are Unequal
• On estimating common mean of several inverse Gaussian distributions
• Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study
• Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss
• PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS

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