Alternative estimators for the variance of several normal populations

DOI10.1016/0167-7152(93)90210-AMaRDI QIDQ689559zbMATH OpenFDO

Authors Mohamed T. Madi

Publication date 23 March 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo studyconditional densityinadmissibilityequivarianceimproved estimatorsbowl-shaped loss functionscommon variance of normal populationsdifferent meansrisk reduction

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Recommendations

• Some improved estimation for common variance of two populations
• Estimation of order restricted standard deviations of normal populations with a common mean
• Improved estimators of common variance of \(p\)-populations when kurtosis is known
• Equivariant estimation of common mean of several normal populations
• Estimating quantiles of several normal populations with a common mean

Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Estimation of the common scale of several shifted exponential distributions with unknown locations
• Improving on equivariant estimators
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Risk behavior of variance estimators in multivariate normal distribution

Cited in

(10)

• On the invariant estimation of an exponential scale using doubly censored data
• Some improved estimation for common variance of two populations
• A note on the equivariant estimation of an exponential scale using progressively censored data
• Some modifications of improved estimators of a normal variance
• On the invariant estimation of a normal variance ratio
• Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
• Improved estimators of common variance of \(p\)-populations when kurtosis is known
• Improved estimation of an exponential scale ratio based on records
• Decision theoretic estimation using record statistics
• Alternative sampling methods for estimating multivariate normal probabilities

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