On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

DOI10.1007/s003620100073zbMath1008.62059MaRDI QIDQ5956474

A. K. Md. Ehsanes Saleh, Shahjahan Khan

Publication date: 18 March 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: http://eprints.usq.edu.au/1051/1/Khan_Saleh_Stat_Paps_v42n4_AV.pdf

zbMATH Keywords

maximum likelihood; bias; mean square error; shrinkage estimators; F distributions; incomplete beta ratio; non-central chi-square; normal; preliminary test estimators; relative efficiency; restricted estimators; Student-t; uncertain non-sample prior information

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F30: Parametric inference under constraints

Related Items

Improved point and interval estimation of the stress–strength reliability based on ranked set sampling, Shrinkage estimator of regression model under asymmetric loss, Improved estimators for stress-strength reliability using record ranked set sampling scheme, 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, Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information, Testing base load with non-sample prior information on process load, 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, 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

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Prediction theory for finite populations
• Nonparametric estimation of location parameter after a preliminary test on regression
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Pooling multivariate data
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item