Search Results - subject:"invariant estimator"

Minimax invariant estimator of a continuous distribution function under a general loss function

Stępień-Baran, Agnieszka - In: Metrika 72 (2010) 1, pp. 37-49

Persistent link: https://www.econbiz.de/10008486682

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

Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution

Sheena, Yo; Gupta, A.; Fujikoshi, Y. - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 101-125

Persistent link: https://www.econbiz.de/10005395672

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

Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems

Leung, Pui; Ng, Foon - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 769-780

Persistent link: https://www.econbiz.de/10005395595

Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions

Leung, Pui; Chan, Wai - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 523-530

Persistent link: https://www.econbiz.de/10005169260

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

Minimax invariant estimator of a continuous distribution function

Yu, Qiqing - In: Annals of the Institute of Statistical Mathematics 44 (1992) 4, pp. 729-735

Persistent link: https://www.econbiz.de/10005395843