Risk behavior of a pre-test estimator for normal variance with the Stein- type estimator

DOI10.1007/BF02926409zbMath0807.62022OpenAlexW2077596141MaRDI QIDQ1342797

V. Pereyra

Publication date: 1 March 1995

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02926409

zbMATH Keywords

mean squared errordominationStein-type estimatorrisk behaviorpre-test estimatornormal varianceone-sided pre-test

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99)

Related Items (1)

Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function

Cites Work

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• Improved estimation of the disturbance variance in a linear regression model
• Estimation of a regression coefficient after two preliminary tests of significance
• Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimation of the variance in a normal population after the one-sided pre-test for the mean

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