๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the invariant estimation of a normal variance ratio

โœ Scribed by Mohamed T. Madi

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
529 KB
Volume
44
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Estimation of the restricted variance of
Estimation of the restricted variance of a normal population
โœ P. V. Dabli ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 293 KB ๐Ÿ‘ 2 views

## Abstract The maximum likelihood estimator of the variance of a normal distribution when it is known for certain that the variance is greater than or equal to a known positive constant is given and its properties are studied.

Improving on the Best Affine Equivariant
Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances
โœ George Iliopoulos; Stavros Kourouklis ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 152 KB

We consider the problem of decision-theoretic estimation of the ratio of generalized variances of two matrix normal distributions with unknown means under a general loss function. The inadmissibility of the best affine equivariant estimator is established by exhibiting various improved estimators. I