Simultaneous equivariant estimation for location-scale models

DOI10.1016/0378-3758(94)90141-4zbMath0803.62017OpenAlexW2085435665WikidataQ126409176 ScholiaQ126409176MaRDI QIDQ1330218

B. Chandrasekar, T. Edwin Prabakaran

Publication date: 5 January 1995

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(94)90141-4

zbMATH Keywords

uniquenesscharacterizationexampleslocation-scale modelmarginal equivariant estimationquadratic-type loss functionsimultaneous equivariant estimationvector minimum risk equivariant estimator

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Related Items (9)

The Pitman estimator of the Cauchy location parameter ⋮ Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model ⋮ Estimation of an exponential quantile under pitman's measure of closeness ⋮ Characterization of an optimal matrix estimator under convex loss function ⋮ A note on the equivariant estimation of an exponential scale using progressively censored data ⋮ EQUIVARIANT ESTIMATION FOR PARAMETERS OF EXPONENTIAL DISTRIBUTIONS BASED ON TYPE-II PROGRESSIVELY CENSORED SAMPLES ⋮ Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis ⋮ Equivariant Estimation of Parameters Based on Sequential Order Statistics from (1, 3) and (2, 3) Systems

Cites Work

• An optimality criterion for vector unbiased statistical estimation functions
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