Estimation of the noncentrality parameter of an \(F\)-distribution

DOI10.1016/0378-3758(93)90045-8zbMath0776.62021OpenAlexW2033529288MaRDI QIDQ2365879

Andrew. L. Rukhin

Publication date: 29 June 1993

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

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90045-8

zbMATH Keywords

linear estimatorspermissibilityquadratic lossunbiased risk estimatenoncentrality parameterintegro- differential operatordifference in risksnoncentral \(F\)-distribution

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (2)

On point estimation of the abnormality of a Mahalanobis index ⋮ A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models

Cites Work

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• Computation of the maximum likelihood estimate of a noncentrality parameter
• A complete class theorem for estimating a noncentrality parameter
• Estimation of the non-centrality parameter of a chi squared distribution
• Estimation in noncentral distributions
• Some remarks on estimating a noncentrality parameter
• Further remarks on estimating the parameter of a noncentral chi-square distribution
• The Maximum Likelihood Estimate of the Non-Centrality Parameter of a Non-Central χ 2 Variate

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