A family of shrinkage estimators for the square of mean in normal distribution

DOI10.1007/S00362-003-0165-8zbMath1050.62026OpenAlexW1980655195MaRDI QIDQ1880281

Sushil K. Shukla, Housila Prasad Singh

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1007/s00362-003-0165-8

zbMATH Keywords

mean squared errorbiasnormal populationsshrinkage estimators

Mathematics Subject Classification ID

Point estimation (62F10) Sampling theory, sample surveys (62D05)

Related Items (1)

Estimation of the reciprocal of the mean of the Inverse Gaussian distribution with prior information

Cites Work

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• Quadratic estimators of quadratic functions of normal parameters
• Nonnegative minimum biased quadratic estimation in the linear regression models
• A class of shrinkage estimators for the scale parameter of the exponential distribution
• Estimatlon Of μ² in Normal Population
• Estimation of the Mean by Shrinkage to a Point

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