Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

Cited in

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

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