Estimation of two order restricted normal means with unknown and possibly unequal variances

DOI10.1016/j.jspi.2004.02.007zbMath1061.62033OpenAlexW2084278789MaRDI QIDQ1772678

Nobuo Shinozaki, Youhei Oono

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.02.007

zbMATH Keywords

Graybill-Deal estimatorIsotonic regressionSquared error lossUniform improvementRisk functionOrder restriction

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items

Estimation of means of multivariate normal populations with order restriction ⋮ Estimation of error variance in ANOVA model and order restricted scale parameters ⋮ Estimation of order-restricted means of two normal populations under the LINEX loss function ⋮ Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean ⋮ Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss ⋮ A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators ⋮ Improved estimators for the common means of two normal distributions with ordered variances ⋮ Stochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence loss ⋮ Estimation of two ordered normal means under modified Pitman nearness criterion ⋮ Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions ⋮ Minimax estimation of the common variance and precision of two normal populations with ordered restricted means ⋮ On estimating common mean of several inverse Gaussian distributions ⋮ Estimating ordered quantiles of two exponential populations with a common minimum guarantee time

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Stochastic reduction of loss in estimating normal means by isotonic regression
• The quadratic loss of isotonic regression under normality
• Confidence interval estimation subject to order restrictions
• A note on estimating the common mean of k normal distributions and the stein problem
• Combining Unbiased Estimators

This page was built for publication: Estimation of two order restricted normal means with unknown and possibly unequal variances