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Shrinkage estimation for the difference between exponential guarantee time parameters

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  • Chiou, Paul
  • Miao, Weiwen

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  • Chiou, Paul & Miao, Weiwen, 2005. "Shrinkage estimation for the difference between exponential guarantee time parameters," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 489-507, March.
    • Handle: RePEc:eee:csdana:v:48:y:2005:i:3:p:489-507
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    References listed on IDEAS

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    1. Katuomi Hirano, 1977. "Corrections to “Estimation procedures based on preliminary test, shrinkage technique and information criterion”," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 317-317, December.
    2. Sawa, Takamitsu & Hiromatsu, Takeshi, 1973. "Minimax Regret Significance Points for a Preliminary Test in Regression Analysis," Econometrica, Econometric Society, vol. 41(6), pages 1093-1101, November.
    3. Katuomi Hirano, 1977. "Estimation procedures based on preliminary test, shrinkage technique and information criterion," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 21-34, December.
    4. Paul Chiou & Chien-Pai Han, 1996. "Estimation of error variance in one-way random model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 44(1), pages 41-51, December.
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    Cited by:

    1. Tiefeng Ma & Shuangzhe Liu & S. Ahmed, 2014. "Shrinkage estimation for the mean of the inverse Gaussian population," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 733-752, August.

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