Alternative estimators for the variance of several normal populations

DOI10.1016/0167-7152(93)90210-AzbMath0783.62018MaRDI QIDQ689559

Mohamed T. Madi

Publication date: 23 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo studyequivarianceconditional densityinadmissibilityrisk reductionimproved estimatorsbowl-shaped loss functionscommon variance of normal populationsdifferent means

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (6)

On the invariant estimation of an exponential scale using doubly censored data ⋮ Some modifications of improved estimators of a normal variance ⋮ Improved estimation of an exponential scale ratio based on records ⋮ Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison ⋮ A note on the equivariant estimation of an exponential scale using progressively censored data ⋮ Decision theoretic estimation using record statistics

Cites Work

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• Risk behavior of variance estimators in multivariate normal distribution
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimation of the common scale of several shifted exponential distributions with unknown locations
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES

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