Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
DOI10.1007/s00362-019-01090-2zbMath1477.62059OpenAlexW2912798297WikidataQ128442519 ScholiaQ128442519MaRDI QIDQ2066494
Lakshmi Kanta Patra, Suchandan Kayal, Somesh Kumar
Publication date: 14 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-019-01090-2
minimaxityrestricted maximum likelihood estimatorStein-type estimatorscale invariant loss functionBrewster and Zidek-type estimator
Point estimation (62F10) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating common standard deviation of two normal populations with ordered means
- Estimation after selection from exponential populations with unequal scale parameters
- A unified minimax result for restricted parameter spaces
- Improved estimators for the common means of two normal distributions with ordered variances
- Smooth estimators for estimating order restricted scale parameters of two gamma distributions
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- On estimation of the common mean of \(k\;(\geq 2)\) normal populations with order restricted variances
- Classes of improved estimators for parameters of a Pareto distribution
- Estimation of two order restricted normal means with unknown and possibly unequal variances
- Improving on equivariant estimators
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution
- Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Invariance, Minimax Sequential Estimation, and Continuous Time Processes
- A note on the common mean of two normal populations with order restricted variances
- Minimaxity
- Estimating the common hazard rate of two exponential distributions with ordered location parameters
- Estimating a linear parametric function of a doubly censored exponential distribution
- PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS
- Estimation of the shape parameter of a Pareto distribution
- Testing Statistical Hypotheses
- Estimation of Two Ordered Translation Parameters
This page was built for publication: Minimax estimation of the common variance and precision of two normal populations with ordered restricted means