Improved Estimation in a Contingency Table: Independence Structure

DOI10.2307/2289938zbMath0688.62037OpenAlexW4249023854MaRDI QIDQ4207486

Pranab Kumar Sen, Arjun K. Gupta, A. K. Md. Ehsanes Saleh

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2289938

zbMATH Keywords

asymptotic biasshrinkage estimatorquadratic losspreliminary test estimatoruncertain prior informationnull hypothesis of independenceJames-Stein rulelocal Pitman-type alternativesasymptotic riskscontingency chi-squared statisticindependence pivotpreliminary test on independencetwo-way contingencyunrestricted maximum likelihood estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Contingency tables (62H17)

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On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data ⋮ Estimating odds-ratio: Homogeneity constraints ⋮ Inference concerning quantile for left truncated and right censored data ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ Bayesian estimation methods for contingency tables ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Shrinkage and penalized estimators in weighted least absolute deviations regression models ⋮ Improved biased estimation in an ANOVA model ⋮ Improved Minimax Estimators of Normal Convariance and Precision Matrices ⋮ Simultaneous estimation of coefficients of variation

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