Mean square error comparison among variance estimators with known coefficient of variation

DOI10.1007/s00362-009-0221-0zbMath1247.62066OpenAlexW2086368102MaRDI QIDQ451491

J. Herrera, D. Rodríguez-Gómez

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0221-0

zbMATH Keywords

optimal shrunken estimatorscaled mean square error loss

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Improved estimation of the population parameters when some additional information is available
• Estimation for a scale parameter with known coefficient of variation
• Improved estimation of the mean in one-parameter exponential families with known coefficient of variation
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• A Note on Estimating the Mean of a Normal Distribution with Known Coefficient of Variation
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure

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