Search Results - subject:"Equivariant estimator"

Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

Marchand, Éric; Strawderman, William - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10005395533

On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions

Sengupta, Ashis; Maitra, Ranjan - In: Annals of the Institute of Statistical Mathematics 50 (1998) 4, pp. 715-727

Persistent link: https://www.econbiz.de/10005760297

A Maximal Extension of the Gauss-Markov Theorem and its Nonlinear Version

Kariya, Takeaki; Kurata, Hiroshi - Institute of Economic Research, Hitotsubashi University - 1998

In this paper, first we make a maximal extension of the well known gauss-Markov Theorem (GMT) in its linear framework. In particular, the maximal class of distributions of error term for which teh GMT holds is derived.Second, we establish a nonlinear version of the maximal GMT and describe some...

Persistent link: https://www.econbiz.de/10005450408

Improved estimation under Pitman's measure of closeness

Kourouklis, Stavros - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 509-518

Persistent link: https://www.econbiz.de/10005760287

Estimation of a common mean of several univariate inverse Gaussian populations

Ahmad, Manzoor; Chaubey, Y.; Sinha, B. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 2, pp. 357-367

Persistent link: https://www.econbiz.de/10005616230

Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters

Madi, Mohamed; Tsui, Kam-Wah - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 77-87

Persistent link: https://www.econbiz.de/10005395767