On a class of improved estimators of variance and estimation under order restriction

DOI10.1016/j.jspi.2004.10.023zbMath1090.62017OpenAlexW2032995591MaRDI QIDQ2495828

Youhei Oono, Nobuo Shinozaki

Publication date: 30 June 2006

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.2004.10.023

zbMATH Keywords

squared error lossconfidence intervalentropy lossStein's estimatororder restrictionuniform improvementuniversal dominationisotonic regression estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Parametric inference under constraints (62F30) Monte Carlo methods (65C05) Statistical decision theory (62C99)

Related Items (11)

The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ Three strings of inequalities among six Bayes estimators ⋮ The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model ⋮ Estimation of error variance in ANOVA model and order restricted scale parameters ⋮ Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model ⋮ Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study ⋮ Classification into two normal populations with a common mean and unequal variances ⋮ Estimation of ordered scale parameters of two exponential distributions with a common guarantee time ⋮ Growth kinetics in multicomponent fluids

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• Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Improved Confidence Intervals for the Variance of a Normal Distribution

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