On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
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Cites work
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Estimation of the mean of a multivariate normal distribution
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- scientific article; zbMATH DE number 4082772 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 1525195 (Why is no real title available?)
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Nonparametric estimation of location parameter after a preliminary test on regression
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- Pooling multivariate data
- Prediction theory for finite populations
- Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
Cited in
(29)- Testing base load with non-sample prior information on process load
- The risk of pretest and shrinkage estimators
- Testing equality of two intercepts for the parallel regression model with non sample prior information
- Increasing the power of the test through pre-test -- a robust method
- scientific article; zbMATH DE number 1802647 (Why is no real title available?)
- On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method
- Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
- Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
- Estimation of univariate normal mean using \(p\)-value
- Extension of some important identities in shrinkage-pretest strategies
- Comparison of estimators of means based on p-samples from multivariate student-t population
- Improved point and interval estimation of the stress-strength reliability based on ranked set sampling
- Shrinkage estimator of regression model under asymmetric loss
- Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
- Improved estimators for stress-strength reliability using record ranked set sampling scheme
- Shrinkage estimation for the difference between a control and treatment mean
- Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes
- Performance of Preliminary Test Estimator Under Linex Loss Function
- A class of general pretest estimators for the univariate normal mean
- Estimation of the slope parameter in a linear regression model under a bounded loss function
- Confidence interval for normal means in meta-analysis based on a pretest estimator
- Optimizing robust shape parameter: improved methodologies for Birnbaum-Saunders distribution
- The power of the continuous distributions
- Pretest estimator for individual normal means with meta-analytic data
- Shrinkage estimation for the rate parameter under the exponential distribution with censored survival data
- A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
- Confidence interval for a univariate normal mean based on a pretest estimator
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
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