Shrinkage estimation of a correlation coefficient and two examples with real life data-sets

DOI10.1080/00949659908811940zbMath0942.62116OpenAlexW2162978094MaRDI QIDQ4942506

Nabendu Pal, Wooi Khai Lim

Publication date: 4 June 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811940

zbMATH Keywords

loss functionPitman nearness criterionstochastic domination criterion

Mathematics Subject Classification ID

Statistical decision theory (62C99) Estimation in survival analysis and censored data (62N02) Admissibility in statistical decision theory (62C15)

Related Items (2)

On the coefficient of multiple determination in a linear regression model ⋮ Confidence intervals for the correlation from a bivariate normal

Cites Work

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• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• The pitman nearness criterion and its determination

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