Alternative estimators for the variance of several normal populations

DOI10.1016/0167-7152(93)90210-AzbMATH Open0783.62018MaRDI QIDQ689559FDOQ689559

Authors: Mohamed T. Madi 

Publication date: 23 March 1994

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

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• Estimating quantiles of several normal populations with a common mean

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)

Cites Work

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• 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
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Risk behavior of variance estimators in multivariate normal distribution
• Estimation of the common scale of several shifted exponential distributions with unknown locations

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
• Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
• On the invariant estimation of a normal variance ratio
• 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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