A minimax regret estimator of a normal mean after preliminary test

DOI10.1007/BF02481965zbMath0568.62025OpenAlexW2050427279MaRDI QIDQ1060507

Kôichi Inada

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481965

zbMATH Keywords

existencemean square errornumerical comparisonminimax regret criterionestimating a normal meanpreliminary test of significance

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (7)

Empirical bayes shrinkage estimation of reliability in the exponential distribution ⋮ A minimum average risk approach to shrinkage estimators of the normal mean ⋮ Shrinkage estimation for the difference between exponential guarantee time parameters ⋮ Shrinkage estimation for the difference between a control and treatment mean ⋮ Shrinkage estimation of reliability in the exponential distribution ⋮ Admissibility of some preliminary test estimators for the mean of normal distribution ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
• Unnamed Item
• Unnamed Item

This page was built for publication: A minimax regret estimator of a normal mean after preliminary test