In this paper, we introduced some two-stage shrinkage testimators (TSST) for the mean µ when a prior estimate µ0 of the mean µ is available from the past, by considering a feasible form of the shrinkage weight function which is used in both of the estimation stages with different quantities. The expressions for the bias, mean squared error, expected sample size and relative efficiency for the both cases when o2 known or unknown, are derived and studied. The discussion regarding the usefulness of these testimators under different situations is provided as conclusions from various numerical tables obtained from simulation results
In the present article, some shrinkage testimators for the scale parameter of a two-parameter Weibul...
[[abstract]]Estimation of regression coefficients in a linear regression model is essential not only...
In estimation of ratio of variances in two normal distributions with unknown means, it has been show...
In this paper, we introduced some two-stage shrinkage testimators (TSST) for the mean μ when a prior...
www.idescat.net/sort Some improved two-stage shrinkage testimators for the mean of normal distributi...
In this paper, a new methodology based on the likelihood of bootstrap samples is introduced for impr...
Let X be a normally distributed with unknown mean µ and variance 2σ. Assume that a prior estimate 0µ...
Abstract—This paper concerned with pre- test single stage shrinkage estimator for estimating the var...
Estimation of the mean of a univariate normal population with unknown variance is a well-known probl...
In statistical estimation procedure prior information regarding the unknown value of parameter is ut...
In statistical estimation procedure prior information regarding the unknown value of parameter is ut...
Shrinkage estimators incorporating homogeneous and heterogeneous minimum mean square error estimator...
This paper is concerned with Modified Double Stage Shrinkage Bayesian (DSSB) Estimator for l...
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal d...
A variety of shrinkage methods for estimating unknown parameters has been considered. We derive and ...
In the present article, some shrinkage testimators for the scale parameter of a two-parameter Weibul...
[[abstract]]Estimation of regression coefficients in a linear regression model is essential not only...
In estimation of ratio of variances in two normal distributions with unknown means, it has been show...
In this paper, we introduced some two-stage shrinkage testimators (TSST) for the mean μ when a prior...
www.idescat.net/sort Some improved two-stage shrinkage testimators for the mean of normal distributi...
In this paper, a new methodology based on the likelihood of bootstrap samples is introduced for impr...
Let X be a normally distributed with unknown mean µ and variance 2σ. Assume that a prior estimate 0µ...
Abstract—This paper concerned with pre- test single stage shrinkage estimator for estimating the var...
Estimation of the mean of a univariate normal population with unknown variance is a well-known probl...
In statistical estimation procedure prior information regarding the unknown value of parameter is ut...
In statistical estimation procedure prior information regarding the unknown value of parameter is ut...
Shrinkage estimators incorporating homogeneous and heterogeneous minimum mean square error estimator...
This paper is concerned with Modified Double Stage Shrinkage Bayesian (DSSB) Estimator for l...
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal d...
A variety of shrinkage methods for estimating unknown parameters has been considered. We derive and ...
In the present article, some shrinkage testimators for the scale parameter of a two-parameter Weibul...
[[abstract]]Estimation of regression coefficients in a linear regression model is essential not only...
In estimation of ratio of variances in two normal distributions with unknown means, it has been show...