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

DOI10.1007/S003620100073zbMATH Open1008.62059OpenAlexW2007738022MaRDI QIDQ5956474FDOQ5956474

Authors: Shahjahan Khan, A. K. Md. Ehsanes Saleh 

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

Recommendations

• On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method
• scientific article; zbMATH DE number 1802647
• A minimum average risk approach to shrinkage estimators of the normal mean
• Comparison of estimators of means based on p-samples from multivariate student-t population
• Publication:4733225

zbMATH Keywords

maximum likelihoodbiasshrinkage estimatorsmean square errornon-central chi-squarerelative efficiencynormalrestricted estimatorsF distributionspreliminary test estimatorsStudent-tincomplete beta ratiouncertain non-sample prior information

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Title not available (Why is that?)
• Pooling multivariate data
• 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
• Prediction theory for finite populations
• Nonparametric estimation of location parameter after a preliminary test on regression
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (23)

• Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
• Improved estimators for stress-strength reliability using record ranked set sampling scheme
• On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method
• Confidence interval for normal means in meta-analysis based on a pretest estimator
• Improved point and interval estimation of the stress-strength reliability based on ranked set sampling
• Performance of Preliminary Test Estimator Under Linex Loss Function
• Optimizing robust shape parameter: improved methodologies for Birnbaum-Saunders distribution
• Shrinkage estimator of regression model under asymmetric loss
• Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses
• The risk of pretest and shrinkage estimators
• Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
• Increasing the power of the test through pre-test -- a robust method
• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Testing equality of two intercepts for the parallel regression model with non sample prior information
• Testing base load with non-sample prior information on process load
• A minimum average risk approach to shrinkage estimators of the normal mean
• Estimation of univariate normal mean using \(p\)-value
• A class of general pretest estimators for the univariate normal mean
• Extension of some important identities in shrinkage-pretest strategies
• 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
• Title not available (Why is that?)
• Estimation of the slope parameter in a linear regression model under a bounded loss function

This page was built for publication: On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5956474)