Estimation of noncentrality parameters
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Publication:4201518
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
Monte Carlo studyboundselliptically contoured distributionquadratic lossunbiased estimatorlinear regression modelsStein effectnoncentrality parameterStein identitynoncentral chi-squarenoncentral \(F\)
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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