A revisit to the common mean problem: comparing the maximum likelihood estimator with the Graybill-Deal estimator

DOI10.1016/j.csda.2007.04.004zbMath1445.62013OpenAlexW2056438271WikidataQ115926630 ScholiaQ115926630MaRDI QIDQ1020663

Somesh Kumar, Nabendu Pal, Ching-Hui Chang, Jyh-Jiuan Lin

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.04.004

zbMATH Keywords

asymptotic varianceinadmissibilityadmissibility

Mathematics Subject Classification ID

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

Related Items (12)

Alternative classification rules for two normal populations with a common mean and ordered variances ⋮ Improved estimation of quantiles of two normal populations with common mean and ordered variances ⋮ Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Point and interval estimation of powers of scale parameters for two normal populations with a common mean ⋮ Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution ⋮ Testing for ordered alternatives in heteroscedastic ANOVA under normality ⋮ Testing on the common mean of several normal distributions ⋮ Unnamed Item ⋮ Finite-sample properties of the Graybill-Deal estimator ⋮ Equivariant estimation of common mean of several normal populations ⋮ Unnamed Item

Cites Work

• Admissible minimax estimation of a common mean of two normal populations
• A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations.
• Estimation of the common mean of two univariate normal populations
• Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations
• A bayes method for estimating the common mean of two normal populations
• COMBINING TWO UNBIASED ESTIMATORS OF A COMMON MEAN OF TWO NORMAL POPULATIONS
• Bayes and Fiducial Equivariant Estimators of the Common Mean of Two Normal Distributions
• Combining Unbiased Estimators
• Unnamed Item
• Unnamed Item

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