Simultaneous estimation of coefficients of variation

DOI10.1016/S0378-3758(01)00121-5zbMath1011.62026OpenAlexW2156514604MaRDI QIDQ1600740

S. Ejaz Ahmed

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

zbMATH Keywords

local alternativesStein-type estimatorcoefficient of variationasymptotic quadratic biasasymptotic quadratic distributional riskcombined and preliminary test estimators

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Statistical decision theory (62C99)

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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