Estimation of noncentrality parameters

DOI10.2307/3315657zbMath0787.62023OpenAlexW2103577296MaRDI QIDQ4201518

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Publication date: 25 August 1993

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315657

zbMATH Keywords

Monte Carlo studyboundselliptically contoured distributionquadratic lossunbiased estimatorlinear regression modelsStein effectnoncentrality parameterStein identitynoncentral chi-squarenoncentral \(F\)

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Related Items (16)

Double shrinkage estimation of ratio of scale parameters ⋮ Two-stage point estimation with a shrinkage stopping rule ⋮ A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models ⋮ Refined normal approximations for the central and noncentral chi-square distributions and some applications ⋮ A robust effect size index ⋮ A conditional linear combination test with many weak instruments ⋮ An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices ⋮ Accurate confidence and Bayesian interval estimation for non-centrality parameters and effect size indices ⋮ Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss ⋮ Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace ⋮ Consistency of Bayesian estimates for the sum of squared normal means with a normal prior ⋮ Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown ⋮ On estimating the non-centrality parameter of a chi-squared distribution ⋮ Inference of non-centrality parameter of a truncated non-central chi-squared distribution ⋮ Estimation of a non-centrality parameter under Stein-type-like losses ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

• On some accurate bounds for the quantiles of a non-central chi squared distribution
• A complete class theorem for estimating a noncentrality parameter
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Robust estimation of common regression coefficients under spherical symmetry
• A unified approach to improving equivariant estimators
• Some remarks on estimating a noncentrality parameter
• Further remarks on estimating the parameter of a noncentral chi-square distribution
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test

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