Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators

DOI10.1080/10629360600578221zbMath1144.62019MaRDI QIDQ5433117

Vytaras Brazauskas, J. K. Ghorai

Publication date: 19 December 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600578221

zbMATH Keywords

sensitivity; simulations; premium-protection plot; curved normal family

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F10: Point estimation

62F15: Bayesian inference

65C05: Monte Carlo methods

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Robust fitting of claim severity distributions and the method of trimmed moments, Statistical tests for the reciprocal of a normal mean with a known coefficient of variation, Confidence intervals for the difference between normal means with known coefficients of variation

Cites Work

• Small sample performance of robust estimators of tail parameters for pareto and exponential models
• Rejection of Outliers
• Approximation Theorems of Mathematical Statistics
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Numerical Analysis for Statisticians
• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• Linear Statistical Inference and its Applications
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure