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Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters

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Publication:3133067
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DOI10.1080/03610918.2016.1259479zbMath1383.62057OpenAlexW2551727416MaRDI QIDQ3133067

Supranee Lisawadi, Nighat Zahra, S. Ejaz Ahmed

Publication date: 12 February 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1259479


zbMATH Keywords

simulationkurtosismeta-analysisasymptotic distributional biasuncertain prior informationasymptotic quadratic riskshrinkage and pretest estimation


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)


Related Items (2)

Pretest and shrinkage estimators for log-normal means ⋮ Simultaneous estimation of Cronbach’s alpha coefficients







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