BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

BazEkon home page

Meny główne

Autor
Singh Housila P. (Vikram University, Ujjain, India), Chander Vankim (SAHARA Arts and Management Academy, India)
Tytuł
Some Shrinkage Estimators for Estimating the Standard Deviation and Its Inverse for Normal Parent
Źródło
Statistics in Transition, 2009, vol. 10, nr 1, s. 25-58, tab., bibliogr. s. 57-58
Słowa kluczowe
Estymatory, Estymacja, Zastosowanie statystyki
Estimators, Estimation, Application of statistics
Uwagi
summ.
Abstrakt
Shrunken estimator has its importance in the small sample theory when appropriate prior information about the unknown parameter is supposed to be known. The present paper investigates classes of shrunken estimators for estimating standard deviation (δ) and its inverse (δ-1) in the case of univariate normal parent. (...) Simulation studies confirm the high efficiency of the developed classes of shrunken estimators when compared with their usual unbiased estimators and minimum mean squared error (MMSE) estimators. (short original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Pełny tekst
Pokaż
Bibliografia
Pokaż
  1. JANI, P. N. (1991). "A Class of Shrinkage Estimators for the Scale Parameter of the Experimental Distribution", IEEE Trans. Rel. 40(1), p. 68-70.
  2. KOUROUKLIS, S. (1994). "Estimation in the Two Parameters of the Exponential Distribution with Prior Information", IEEE. Trans. Rel. 43(3), 446-450.
  3. PANDEY, B. N. (1979). "On Shrinkage Estimation of Normal Population Variance", Communications in Statistics - Theory and Methods, 8, 359-365.
  4. PANDEY, B. N. AND SINGH. J. (1977). "Estimation of the Variance of Normal Population Using Prior Information", Journal of the Indian Statistical Association, 15, 141-150.
  5. SAXENA, S. AND SINGH, H. P. (2004). "Estimating Various Measures in Normal Population Through a Single Class of Estimators". Journal of the Korean Statistical Society, 33:3, pp 323-337.
  6. SINGH, H. P. AND CHANDER, V. (2008 a). "Some Classes of Shrinkage Estimators for Estimating the Standard Deviation Towards an Interval of Normal Distribution", Model Assisted Statistics and Application, 3, 1, 71- 85.
  7. SINGH, H. P. AND CHANDER, V. (2008 b). "A General Procedure for Estimating Various Measures of Normal Distribution Using Prior Knowledge of Exponential Distribution", Statistics in Transition, New Series 9, (1), 139158.
  8. SINGH, H. P. AND CHANDER, V. (2008 c). "Estimating the Variance of an Exponential Distribution in the Presence of Large True Observations", Austrian Journal of Statistics, 32(2), 207-216.
  9. SINGH, H. P. AND CHANDER, V. (2008 d). "Some Classes of Shrinkage Estimators for Estimating the Scale Parameter Towards an Interval of Exponential Distribution", Journal of Probability and Statistical Science, 6(1), 69-84.
  10. SINGH, H. P. AND CHANDER, V. (2008 e). "Estimation of Scale Parameters Towards an Interval of Exponential Distribution", Bulletin of Statistics and Economics (BSE), 2, A08,65-71.
  11. SINGH, H. P. AND SAXENA, S. (2003). "An Improved Class of Shrinkage Estimators for the Variance of a Normal Population", Statistics in Transition, 6, 119-129.
  12. SINGH, H. P. AND SINGH, R. (1997). "A Class of Shrinkage Estimators for the Variance of a Normal Population", Microelectronics and Reliability, 37, 863-867.
  13. SINGH, H. P. , SHUKLA, S. K. AND KATYAR, N. P. (1999)."Estimation of Standard Deviation in Normal Distribution with Prior Information", Proceedings of the National Academic Sciences India", 69, 183- 189.
  14. THOMPSON, J. R. (1968). "Some Shrinkage Techniques for Estimating the Mean", Journal of the American Statistical Association, 63, 113-122.
Cytowane przez
Pokaż
ISSN
1234-7655
Język
eng
Udostępnij na Facebooku Udostępnij na Twitterze Udostępnij na Google+ Udostępnij na Pinterest Udostępnij na LinkedIn Wyślij znajomemu