On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
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Publication:5956474
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Cites work
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- Testing equality of two intercepts for the parallel regression model with non sample prior information
- Improved point and interval estimation of the stress-strength reliability based on ranked set sampling
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- Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
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- Estimation of univariate normal mean using \(p\)-value
- Optimizing robust shape parameter: improved methodologies for Birnbaum-Saunders distribution
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
- Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
- Confidence interval for normal means in meta-analysis based on a pretest estimator
- Increasing the power of the test through pre-test -- a robust method
- A class of general pretest estimators for the univariate normal mean
- Extension of some important identities in shrinkage-pretest strategies
- Testing base load with non-sample prior information on process load
- Estimation of the slope parameter in a linear regression model under a bounded loss function
- Shrinkage estimator of regression model under asymmetric loss
- Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
- Performance of Preliminary Test Estimator Under Linex Loss Function
- On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method
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