Decision theoretic estimation of the ratio of variances in a bivariate normal distribution

DOI10.1023/A:1014600625165zbMath0989.62004OpenAlexW1538851414MaRDI QIDQ5960145

George Iliopoulos

Publication date: 11 April 2002

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

Full work available at URL: https://doi.org/10.1023/a:1014600625165

zbMATH Keywords

squared error lossentropy lossbivariate normal distributionratio of variances

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Related Items (4)

Noninformative priors for the ratio of variabilities in a bivariate normal population ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation

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