Add to ORKGThe minimum discrimination information (MDI) procedure for lowering the mean squared error (MSE) of the minimum variance unbiased estimator (MVUE) of the normal mean is considered. The procedure is employed to shrink the MVUE toward a preliminary conjectured interval under the information measure of Kullback and Leibler (1951). MDI estimator and its mean squared error are derived. The suggested estimator compares favorably with the previously proposed estimators in terms of mean squared error efficiency. 1
Starting with the general linear model Y=Xβ+ε where E(εε')=θ1V1+ ... +θpVp, the theory of minimum no...
The inherent bias pathology of the maximum likelihood estimation method is confirmed for models with...
In this doctoral thesis, we establish a method which aims to improve the maximum likelihood estimato...
The minimum discrimination information (MDI) procedure for lowering the mean squared error (MSE) of ...
[[abstract]]A new estimation criterion based on the discrepancy between the estimator's error covari...
This note considers estimation of the mean of a multivariate Gaussian distribution with known varian...
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed i...
The purpose of this article is to present an easy procedure to derive MVUE of a probability distribu...
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed i...
The sample mean difference ∆ ̂ is an unbiased estimator of Gini’s mean difference ∆. It is well know...
The dissertation considers three different topics which pertain to minimax shrinkage estimation: 1)...
[[abstract]]© 1998 Institute of Electrical and Electronics Engineers-In statistical estimation theor...
This paper indicates how an information theoretic approach via the MDI (minimum discrimination infor...
Abstract. Complementing Rukhin's [5] investigations, the mean squared error of members of a fam...
A general approach to discrimination problems is described which emphasizes the viewpoint of individ...
Starting with the general linear model Y=Xβ+ε where E(εε')=θ1V1+ ... +θpVp, the theory of minimum no...
The inherent bias pathology of the maximum likelihood estimation method is confirmed for models with...
In this doctoral thesis, we establish a method which aims to improve the maximum likelihood estimato...
The minimum discrimination information (MDI) procedure for lowering the mean squared error (MSE) of ...
[[abstract]]A new estimation criterion based on the discrepancy between the estimator's error covari...
This note considers estimation of the mean of a multivariate Gaussian distribution with known varian...
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed i...
The purpose of this article is to present an easy procedure to derive MVUE of a probability distribu...
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed i...
The sample mean difference ∆ ̂ is an unbiased estimator of Gini’s mean difference ∆. It is well know...
The dissertation considers three different topics which pertain to minimax shrinkage estimation: 1)...
[[abstract]]© 1998 Institute of Electrical and Electronics Engineers-In statistical estimation theor...
This paper indicates how an information theoretic approach via the MDI (minimum discrimination infor...
Abstract. Complementing Rukhin's [5] investigations, the mean squared error of members of a fam...
A general approach to discrimination problems is described which emphasizes the viewpoint of individ...
Starting with the general linear model Y=Xβ+ε where E(εε')=θ1V1+ ... +θpVp, the theory of minimum no...
The inherent bias pathology of the maximum likelihood estimation method is confirmed for models with...
In this doctoral thesis, we establish a method which aims to improve the maximum likelihood estimato...