Search Results - subject:"best invariant estimator"

Admissible estimation in an one parameter nonregular family of absolutely continuous distributions

Farsipour, N. Sanjari - In: Statistical Papers 48 (2007) 2, pp. 337-345

Persistent link: https://www.econbiz.de/10008533755

On an admissibility problem involving the moment generating function of the lognormal distribution

Mohammadi, Leila - In: Metrika 57 (2003) 1, pp. 63-70

A new location invariant loss function is considered and the best invariant estimator of normal mean is obtained. This … <Superscript>2</Superscript> known. This yields the admissibility of the best invariant estimator of θ. Copyright Springer …

Persistent link: https://www.econbiz.de/10010995001

A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss

Chen, Zhiqiang; Phadia, Eswar - In: Annals of the Institute of Statistical Mathematics 49 (1997) 2, pp. 231-235

Persistent link: https://www.econbiz.de/10005760233