Decision theoretic estimation of the variance ratio

Statistics and Risk Modeling

Volumn 14, Issue 2, 1996, Pages 161-176

  Ghosh, Malay ^a   Kundu, Sudeep ^b   Ghosh, M ^b  

^a University of Florida ^*  (United States)

^b MERCK RESEARCH LABORATORIES   (United States)

Author keywords

hierarchical Bayes; minimax; normal; ratio of variances; Two sample

Indexed keywords

EID: 0042863969     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1996.14.2.161     Document Type: Article

References (7)

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3. Ghosh, M. (1994). On some Bayesian solutions of the Neyman-Scott problem. Statistical Decision Theory and Related Topics V. Eds. S. S. Gupta and J. Berger, Springer-Verlag, New York, 267-276.
4. Ghosh, M. and Kundu, S. (1992). Decision Theoretic Estimation of the Variance Ratio. Tech. Report No. 419, Dept. of Statistics, University of Florida.
5. Kubokawa, T. (1994). A unified approach to improving equivariant estimators. Ann. Statist., 22, 290-299.
6. Lehmann, E. L. (1986). Testing Statistical Hypotheses (2nd edn.). Wiley, New York.
7. Stein, C. (1964). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean. Annals of the Inst, of Statist. Math., 16, 155-160.