Simultaneous estimation of coefficients of variation
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Publication:1600740
DOI10.1016/S0378-3758(01)00121-5zbMath1011.62026OpenAlexW2156514604MaRDI QIDQ1600740
Publication date: 16 June 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00121-5
local alternativesStein-type estimatorcoefficient of variationasymptotic quadratic biasasymptotic quadratic distributional riskcombined and preliminary test estimators
Related Items (10)
Two new confidence intervals for the coefficient of variation in a normal distribution ⋮ Small sample inference for the common coefficient of variation ⋮ Pretest and shrinkage estimators for log-normal means ⋮ Influence diagnostics on the coefficient of variation of elliptically contoured distributions ⋮ Unnamed Item ⋮ Testing hypotheses on coefficients of variation from a series of two-armed experiments ⋮ Testing and Merging Information for Effect Size Estimation ⋮ Improving the performance of kurtosis estimator ⋮ On the estimation of reliabilty function in a Weibull lifetime distribution ⋮ Risk comparison of some shrinkage M-estimators in linear models
Cites Work
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- The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
- Inference based on conditional speclfication
- Data Analysis Using Stein's Estimator and its Generalizations
- Improved Estimation in a Contingency Table: Independence Structure
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
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