On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances

For estimating the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted unknown variances, using the theory of isotomic regression, we propose a simple estimator which is better than the usual Graybill-Deal estimator in terms of stochastic dominance and the Pitman measure of closeness.

MoreLess

Year of publication:	1997
Authors:	Misra, Neeraj ; Meulen, Edward C. van der
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 36.1997, 3, p. 261-267
Publisher:	Elsevier
Keywords:	Common mean Graybill-Deal estimator Isotonic regression Maximum likelihood estimator Mean squared error Pitman measure of closeness Stochastic dominance Universal dominance

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254230