Simultaneous estimation of coefficients of variation
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- scientific article; zbMATH DE number 954439
- Estimation and testing of a common coefficient of variation from inverse Gaussian distributions
- A Monte Carlo Study of Robustness of Pretest and Shrinkage Estimators in Pooling Coefficients of Variation
- Estimator and Tests for Common Coefficients of Variation in Normal Distributions
- Asymptotic inference for coefficients of variation
Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3571320 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 954439 (Why is no real title available?)
- scientific article; zbMATH DE number 775737 (Why is no real title available?)
- Data Analysis Using Stein's Estimator and its Generalizations
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
- Estimation with quadratic loss.
- Improved Estimation in a Contingency Table: Independence Structure
- Inference based on conditional speclfication
- 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
- The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
Cited in
(13)- Risk comparison of some shrinkage M-estimators in linear models
- Small sample inference for the common coefficient of variation
- Pretest and shrinkage estimators for log-normal means
- On the estimation of reliabilty function in a Weibull lifetime distribution
- Influence diagnostics on the coefficient of variation of elliptically contoured distributions
- Simultaneous confidence intervals for all differences of coefficients of variation of normal distributions with an application to PM2.5 dispersion
- Improving the performance of kurtosis estimator
- Simultaneous estimation of means of two sensitive variables
- Two new confidence intervals for the coefficient of variation in a normal distribution
- A novel definition of the multivariate coefficient of variation
- Simultaneous estimation of Cronbach’s alpha coefficients
- Testing hypotheses on coefficients of variation from a series of two-armed experiments
- Testing and Merging Information for Effect Size Estimation
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