Admissible minimax estimation of a common mean of two normal populations

DOI10.1214/aos/1176350503zbMath0658.62036OpenAlexW1975995370MaRDI QIDQ1111273

Tatsuya Kubokawa

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350503

zbMATH Keywords

common meannormal populationsquadratic lossunbiased estimatorsquared-error lossunknown variancesadmissible minimax estimators

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (12)

A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations. ⋮ Inadmissibility of the uncombined two-stage estimator when additional samples are available ⋮ Estimation of the parameters in two linear models with only some of the parameter vectors identical ⋮ Closer estimators of a common mean in the sense of Pitman ⋮ Estimating common mean and heterogeneity variance in two study case meta-analysis ⋮ Estimating Quantiles of Normal Populations with a Common Mean ⋮ Estimation of the common mean of a bivariate normal distribution ⋮ A revisit to the common mean problem: comparing the maximum likelihood estimator with the Graybill-Deal estimator ⋮ Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity ⋮ Minimax estimation of common coefficients of several regression models under quadratic loss ⋮ An improved confidence region for the common mean vector of two multivariate homoscedastic normal distributions ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

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