Improvement on the best location equivariant prediction interval under ordered parameters

zbMATH Open1174.62358MaRDI QIDQ5318878FDOQ5318878

Authors: Guodong Shan, Qiuhong Ma, Fengxiang Li 

Publication date: 22 July 2009

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zbMATH Keywords

location familyorder restriction

Mathematics Subject Classification ID

Parametric inference under constraints (62F30)

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• Statistical prediction under an order restriction
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• Prediction of ordered random effects in a simple small area model
• Improvement on equivariant prediction intervals under order restrictions
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• An optimal shrinkage factor in prediction of ordered random effects
• Improvement on single-shrinkage predictors under restricted location parameters

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