Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
From MaRDI portal
Publication:5546415
DOI10.1214/aoms/1177698503zbMath0162.49901OpenAlexW2015828899MaRDI QIDQ5546415
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698503
Related Items
Mean squared error of ridge estimators in logistic regression, The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function, Optimal nonparametric range-based volatility estimation, Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function, Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder), Loss functions in restricted parameter spaces and their Bayesian applications, Double shrinkage estimation of ratio of scale parameters, Simultaneous estimation of parameters under entropy loss, Quadratic estimators of quadratic functions of normal parameters, Noninformative priors for the ratio of variabilities in a bivariate normal population, Improved estimators for functions of scale parameters in mixture models, Noninformative priors for the normal variance ratio, A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION, A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions, Improved invariant set estimation for general scale families, On the invariant estimation of a normal variance ratio, Shrinkage confidence procedures, On improved loss estimation for shrinkage estimators, The exact distribution and density functions of the stein-type estimator for normal variance, On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function, Improved estimation in lognormal regression models, The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function, Some modifications of improved estimators of a normal variance, Improved estimation under Pitman's measure of closeness, Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution, Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function, Strawderman-type estimators for a scale parameter with application to the exponential distribution, Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results, Comparison of improved class of priors for the analysis of the Burr type VII model under doubly censored samples, Optimal rules and robust Bayes estimation of a gamma scale parameter, Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness, Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation, Estimating the parameter of selected uniform population under the squared log error loss function, Three strings of inequalities among six Bayes estimators, The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model, On the estimation of a variance ratio, Linear shrinkage estimation of the variance of a distribution with unknown mean, Estimation of error variance in ANOVA model and order restricted scale parameters, Estimation of scale parameter under entropy loss function, The modification of confidence intervals for variance components in one-way random model using Stein's approach, Improved estimation of the disturbance variance in a linear regression model, Estimation of the smallest normal variance with applications to variance components models, A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes, A note on universal admissibility of scale parameter estimators, General dominance properties of double shrinkage estimators for ratio of positive parameters, On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion, The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model, A comparison of estimators of variance components in a two–way balanced crossed classification random effects model, Larry Brown's work on admissibility, Estimating the ratio of two scale parameters: a simple approach, Improvements over the james-stein estimator: A risk analysis, The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model, The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance, Estimation of the Shannon's entropy of several shifted exponential populations, Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function, Robust Bayesian prediction and estimation under a squared log error loss function, New classes of improved confidence intervals for the variance of a normal distribution, Improved estimation of the smallest scale parameter of gamma distributions, Asymptotic variance estimation in multivariate distributions, Comparison of normal variance estimators under multiple criteria and towards a compromise estimator, Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection, Unnamed Item, Risk behavior of variance estimators in multivariate normal distribution, Stein-type improved estimation of standard error under asymmetric LINEX loss function, Estimation of the shape parameter of a Pareto distribution, Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation, Alternative estimators for the variance of several normal populations, Constructing elementary procedures for inference of the gamma distribution, Admissibility in non-regular family under squared-log error loss, Stein-type improvements of confidence intervals for the generalized variance, Bayesian estimation of the parameter of Maxwell distribution under different loss functions, New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution, Estimation of a scale parameter in mixture models with unknown location, On a class of improved estimators of variance and estimation under order restriction, On the estimation of a normal precision and a normal variance ratio, Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss, On improved estimators of the generalized variance, A class of minimax estimators of the scale parameter of the uniform distribution, Estimating a function of scale parameter of an exponential population with unknown location under general loss function, Estimation of the variance in a normal population after the one-sided pre-test for the mean, Two modifications of Goodman’s technique for improving estimates, Estimation of the common scale of several shifted exponential distributions with unknown locations, Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays, Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters, Estimation of a normal variance -- a critical review, On weakly equivariant estimators, Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”, Bayesian inference on the shape parameter and future observation of exponentiated family of distributions, Stein estimation -- a review, Improving on the best affine equivariant estimator of the ratio of generalized variances, Lehmann-unbiased decision rules: Admissibility and invariance, On improved interval estimation for the generalized variance, Characterization of limits of Bayes procedures, A note on decision theoretic estimation of ordered parameters, Compromise between generalized bayes and bayes estimators of poisson means under entropy loss, Equivariant estimation under the pitman closeness criterion, A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown, Bayesian and robust Bayesian analysis in a general setting, An approach to improving the James-Stein estimator, Shrinkage and modification techniques in estimation of variance and the related problems: A review, Estimating common standard deviation of two normal populations with ordered means, A New Estimator of the Variance Based on Minimizing Mean Squared Error, Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure