Estimating the ratio of two scale parameters: a simple approach

DOI10.1007/s10463-010-0308-3zbMath1440.62083OpenAlexW1972067494MaRDI QIDQ421407

George Iliopoulos, Panayiotis Bobotas, Stavros Kourouklis

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0308-3

zbMATH Keywords

decision theoryimproved estimation of a scale parameterimproved estimation of ratio of scale parametersKubokawa's approachStein's and Brewster and Zidek's techniquesStrawderman's technique

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (6)

Improved estimators for functions of scale parameters in mixture models ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Estimating a function of scale parameter of an exponential population with unknown location under general loss function

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