From Ordinary to Shrinkage Square-Root Estimators

DOI10.1080/03610920600577717MaRDI QIDQ5484684zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(4)

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

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