Improved estimation in lognormal regression models

DOI10.1016/0378-3758(88)90106-1zbMath0639.62063OpenAlexW2056671236WikidataQ126789871 ScholiaQ126789871MaRDI QIDQ1099910

Andrew. L. Rukhin

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90106-1

zbMATH Keywords

inadmissibilityquadratic lossnormal varianceJames-Stein type estimators of the normal meanLognormal regression modelunknown error variance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (3)

Unbiased estimates for a lognormal regression problem and a nonparametric alternative ⋮ Shrinkage estimation in lognormal regression model for censored data ⋮ Confidence intervals for lognormal regression and a non-parametric alternative

Cites Work

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• Selecting a minimax estimator of a multivariate normal mean
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• Families of minimax estimators of the mean of a multivariate normal distribution
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Smearing Estimate: A Nonparametric Retransformation Method
• Improved Estimation in Lognormal Models
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• The Interpretation and Estimation of Cobb-Douglas Functions
• Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
• On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Function

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