On the invariant estimation of a normal variance ratio
type: Item
instance of: scholarly article
title: On the invariant estimation of a normal variance ratio
zbMATH Open document ID: 0811.62030
DOI: 10.1016/0378-3758(94)00082-7
author: Mohamed T. Madi
published in: Journal of Statistical Planning and Inference
publication date: 1995-04-09T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 741368
zbMATH Keywords: variance ratio of two normal populations
zbMATH Keywords: unknown means
zbMATH Keywords: smooth estimators
zbMATH Keywords: best affine equivariant estimator
zbMATH Keywords: bowl-shaped loss functions
zbMATH Keywords: numerical study
zbMATH Keywords: risk reduction
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00082-7
OpenAlex ID: W1986925016
cites work: Q3331506
cites work: Improving on equivariant estimators
cites work: Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
cites work: On the estimation of a variance ratio
cites work: Q3747485
cites work: Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
cites work: Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
cites work: An estimator of the ratio of two variances
cites work: Risk behavior of variance estimators in multivariate normal distribution
cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
Wikidata QID: Q127554510
description: scientific article; zbMATH DE number 741368