From Ordinary to Shrinkage Square-Root Estimators

DOI10.1080/03610920600577717zbMATH Open1102.62009OpenAlexW2006666625MaRDI QIDQ5484684FDOQ5484684

Authors: Sharad Saxena, Housila P. Singh 

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600577717

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zbMATH Keywords

tablesbiasvariancemean squared errorshrinkage estimatorguessed interval\(k\)-statistics\(\kappa\)-parameterssquare-root estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05)

Cites Work

• Root Estimators
• Estimation of the population mean when the coefficient of variation is known

Cited In (4)

• A family of shrinkage estimators for the square of mean in normal distribution
• Oracle inequalities for square root analysis estimators with application to total variation penalties
• Artificially Augmented Samples, Shrinkage, and Mean Squared Error Reduction*
• Point estimation using tail modelling for right skew populations

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