Estimating common standard deviation of two normal populations with ordered means

DOI10.1007/s10260-012-0224-1zbMath1332.62077OpenAlexW2047066222MaRDI QIDQ257388

Somesh Kumar, Manas Ranjan Tripathy, Nabendu Pal

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0224-1

zbMATH Keywords

equivariant estimatormaximum likelihood estimatoradmissible estimatorminimax estimatorordered parameters

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items

Estimating the common hazard rate of two exponential distributions with ordered location parameters ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Point and interval estimation of powers of scale parameters for two normal populations with a common mean ⋮ Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function ⋮ Unnamed Item ⋮ Minimax estimation of the common variance and precision of two normal populations with ordered restricted means

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The quadratic loss of isotonic regression under normality
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Simultaneous estimation of ordered parameters
• On the pitman estimator op ordered normal means
• PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS
• Testing Statistical Hypotheses
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Estimation of Two Ordered Translation Parameters
• Inadmissibility of the Best Invariant Estimator of Extreme Quantiles of the Normal Law Under Squared Error Loss
• Estimation of the Last Mean of a Monotone Sequence
• An Extension of Wald's Theory of Statistical Decision Functions
• Minimax estimators of a normal variance