A minimum discrimination information estimator of preliminary conjectured normal variance

DOI10.1007/BF00773673zbMath0772.62002OpenAlexW2091620941MaRDI QIDQ1260709

Hea-Jung Kim, D. V. Gokhale, Kôichi Inada

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1007/bf00773673

zbMATH Keywords

preliminary testprior informationminimum discrimination informationminimax criterionnormal varianceKullback-Leibler discrimination information measureMDI estimatormean square error efficiencypreliminary conjectureshrinkage type estimator

Mathematics Subject Classification ID

Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

On shrinkage to interval estimators of the binomial p

Cites Work

• Unnamed Item
• Unnamed Item
• Improved estimation of the disturbance variance in a linear regression model
• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
• Estimation of the variance in a normal population after the one-sided pre-test for the mean
• Mean square error and efficiency of the least squares estimator over interval constraints
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• M31. Least squares solutions over interval restrictions
• The minimum discrimination information approach in analyzing categorical data
• On Information and Sufficiency
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

This page was built for publication: A minimum discrimination information estimator of preliminary conjectured normal variance