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Decision Theoretic Estimation Of The Variance Ratio

Author

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  • Ghosh M.
  • Kundu S.

Abstract

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Suggested Citation

  • Ghosh M. & Kundu S., 1996. "Decision Theoretic Estimation Of The Variance Ratio," Statistics & Risk Modeling, De Gruyter, vol. 14(2), pages 161-176, February.
    • Handle: RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5
    DOI: 10.1524/strm.1996.14.2.161
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    Cited by:

    1. D. Kim & S. Kang & W. Lee, 2009. "Noninformative priors for the normal variance ratio," Statistical Papers, Springer, vol. 50(2), pages 393-402, March.
    2. Iliopoulos, George & Kourouklis, Stavros, 1999. "Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 176-192, February.
    3. Tatsuya Kubokawa, 2013. "General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters," CIRJE F-Series CIRJE-F-901, CIRJE, Faculty of Economics, University of Tokyo.
    4. Iliopoulos G. & Kourouklis S., 2000. "Interval Estimation For The Ratio Of Scale Parameters And For Ordered Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 18(2), pages 169-184, February.
    5. Panayiotis Bobotas & George Iliopoulos & Stavros Kourouklis, 2012. "Estimating the ratio of two scale parameters: a simple approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 343-357, April.

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