On the comparison of the pre-test and shrinkage estimators for the univariate normal mean

DOI10.1007/s003620100073zbMath1008.62059OpenAlexW2007738022MaRDI QIDQ5956474

A. K. Md. Ehsanes Saleh, Shahjahan Khan

Publication date: 18 March 2003

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

Full work available at URL: http://eprints.usq.edu.au/1051/1/Khan_Saleh_Stat_Paps_v42n4_AV.pdf

zbMATH Keywords

maximum likelihoodbiasmean square errorshrinkage estimatorsF distributionsincomplete beta rationon-central chi-squarenormalpreliminary test estimatorsrelative efficiencyrestricted estimatorsStudent-tuncertain non-sample prior information

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (14)

Testing base load with non-sample prior information on process load ⋮ Shrinkage estimator of regression model under asymmetric loss ⋮ Improved estimators for stress-strength reliability using record ranked set sampling scheme ⋮ A class of general pretest estimators for the univariate normal mean ⋮ Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses ⋮ Estimation of the slope parameter in a linear regression model under a bounded loss function ⋮ Improved point and interval estimation of the stress–strength reliability based on ranked set sampling ⋮ Testing equality of two intercepts for the parallel regression model with non sample prior information ⋮ Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError ⋮ Increasing the Power of the Test Through Pre-Test – A Robust Method ⋮ Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes ⋮ Performance of Preliminary Test Estimator Under Linex Loss Function ⋮ On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method ⋮ Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Prediction theory for finite populations
• Nonparametric estimation of location parameter after a preliminary test on regression
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Pooling multivariate data
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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