On the estimation of a variance ratio

DOI10.1016/0378-3758(88)90057-2zbMath0664.62021OpenAlexW1969721932MaRDI QIDQ1115054

Alan E. Gelfand, Dey, Dipak K.

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)90057-2

zbMATH Keywords

best invariant estimatorestimation of the ratio of two independent normal variancesscale invariant squared error loss function

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)

Related Items (14)

Double shrinkage estimation of ratio of scale parameters ⋮ Noninformative priors for the ratio of variabilities in a bivariate normal population ⋮ Noninformative priors for the normal variance ratio ⋮ On the invariant estimation of a normal variance ratio ⋮ Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric ⋮ Improved estimation of the disturbance variance in a linear regression model ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ On the estimation of a normal precision and a normal variance ratio ⋮ Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

• Minimax estimation of powers of the variance of a normal population under squared error loss
• Admissibility in statistical problems involving a location or scale parameter
• Improving on equivariant estimators
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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