Some remarks on estimating a noncentrality parameter
From MaRDI portal
Cited in
(17)- Inference of non-centrality parameter of a truncated non-central chi-squared distribution
- Quadratic estimators of quadratic functions of normal parameters
- An identity for the noncentral Wishart distribution with application
- Estimation of a non-centrality parameter under Stein-type-like losses
- A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
- ISO^* property of two-parameter compound Poisson distributions with applications
- Consistency of Bayesian estimates for the sum of squared normal means with a normal prior
- Estimation of the noncentrality parameter of an \(F\)-distribution
- On estimating the non-centrality parameter of a chi-squared distribution
- Estimation in noncentral distributions
- Estimation of noncentrality parameters
- Testing for consistency in a single multicenter trial
- Bayesian ikference procedures derived via the concept of relative surprise
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Refined normal approximations for the central and noncentral chi-square distributions and some applications
- Unbiased estimation in the non-central chi-square distribution
- A (non-central) chi-squared mixture of non-central chi-squareds is (non-central) chi-squared and related results, corollaries and applications
This page was built for publication: Some remarks on estimating a noncentrality parameter
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4057416)
