Estimating the ratio of two scale parameters: a simple approach
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DOI: 10.1007/s10463-010-0308-3
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- Tatsuya Kubokawa & Yoshihiko Konno, 1990. "Estimating the covariance matrix and the generalized variance under a symmetric loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 331-343, June.
- Nobuo Shinozaki, 1995. "Some modifications of improved estimators of a normal variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 273-286, June.
- 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.
- Ghosh M. & Kundu S., 1996. "Decision Theoretic Estimation Of The Variance Ratio," Statistics & Risk Modeling, De Gruyter, vol. 14(2), pages 161-176, February.
- Tatsuya Kubokawa, 1994. "Double shrinkage estimation of ratio of scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 95-116, March.
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Cited by:
- 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.
- Lakshmi Kanta Patra & Suchandan Kayal & Somesh Kumar, 2020. "Estimating a function of scale parameter of an exponential population with unknown location under general loss function," Statistical Papers, Springer, vol. 61(6), pages 2511-2527, December.
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Keywords
Decision theory; Improved estimation of a scale parameter; Improved estimation of ratio of scale parameters; Stein’s and Brewster and Zidek’s techniques; Strawderman’s technique; Kubokawa’s approach;All these keywords.
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