Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study

DOI10.1214/23-bjps562arXiv2109.14997OpenAlexW3202634985MaRDI QIDQ6155654

Neeraj Misra, Naresh Garg

Publication date: 5 June 2023

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.14997

zbMATH Keywords

generalized Bayes estimatorsBrewster-Zidek type estimatorStein type estimatorbest location equivariant estimator (BLEE)best scale equivariant estimator (BSEE)

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Related Items (2)

Robustness of a truncated estimator for the smaller of two ordered means ⋮ Estimation of order restricted location/scale parameters of a general bivariate distribution under general loss function: some unified results

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of two ordered normal means under modified Pitman nearness criterion
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Stochastic reduction of loss in estimating normal means by isotonic regression
• The quadratic loss of isotonic regression under normality
• Confidence interval estimation subject to order restrictions
• A unified approach to improving equivariant estimators
• A note on decision theoretic estimation of ordered parameters
• Improved estimation of the smallest scale parameter of gamma distributions
• Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
• Improving on equivariant estimators
• Estimation of the order restricted scale parameters for two populations from the Lomax distribution
• On a class of improved estimators of variance and estimation under order restriction
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location
• Simultaneous estimation of ordered parameters
• On the pitman estimator op ordered normal means
• PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS
• Estimation of Ordered Location Parameters: The Exponential Distribution
• Some inadmissibility results for estimating ordered uniform scale parameters
• Estimation of the smallest scale parameter of two-parameter exponential distributions
• Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function
• Estimation of Two Ordered Translation Parameters
• Estimation for Monotone Parameter Sequences: The Discrete Case
• Estimation of the Last Mean of a Monotone Sequence

This page was built for publication: Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study