IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v61y2003i3p299-308.html
   My bibliography  Save this article

Order restricted estimators: some bias results

Author

Listed:
  • Sampson, Allan R.
  • Singh, Harshinder
  • Whitaker, Lyn R.

Abstract

Stimulated by practical concerns in the use of order restricted estimators, we study some bias issues of isotonic estimators of ordered parameters. We obtain explicit expressions for biases of order restricted estimators of ordered means of two normal populations with common variance. Based on intuitive considerations, we also propose a new estimator of the common variance of two normal populations having ordered normal means and show that it has smaller bias than the maximum likelihood estimator of the variance and has smaller mean squared error than the usual unbiased estimator of the common variance.

Suggested Citation

  • Sampson, Allan R. & Singh, Harshinder & Whitaker, Lyn R., 2003. "Order restricted estimators: some bias results," Statistics & Probability Letters, Elsevier, vol. 61(3), pages 299-308, February.
    • Handle: RePEc:eee:stapro:v:61:y:2003:i:3:p:299-308
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00392-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Amarjot Kaur & Harshinder Singh, 1991. "On the estimation of ordered means of two exponential populations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 347-356, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rueda, Cristina, 2013. "Degrees of freedom and model selection in semiparametric additive monotone regression," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 88-99.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Garren Steven T., 2003. "Improved estimation of medians subject to order restrictions in unimodal symmetric families," Statistics & Risk Modeling, De Gruyter, vol. 21(4), pages 367-380, April.
    2. van Eeden, Constance & V. Zidek, James, 2001. "Estimating one of two normal means when their difference is bounded," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 277-284, February.
    3. Constantinos Petropoulos, 2017. "Estimation of the order restricted scale parameters for two populations from the Lomax distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(4), pages 483-502, May.
    4. Youhei Oono & Nobuo Shinozaki, 2006. "Estimation of error variance in ANOVA model and order restricted scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 739-756, December.
    5. Yuan-Tsung Chang & Nobuo Shinozaki, 2002. "A Comparison of Restricted and Unrestricted Estimators in Estimating Linear Functions of Ordered Scale Parameters of Two Gamma Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 848-860, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:61:y:2003:i:3:p:299-308. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.