The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance

Communications in Statistics - Theory and Methods

Volumn 25, Issue 5, 1996, Pages 985-1004

  Nagata, Yasushi ^a  

^a OKAYAMA UNIVERSITY   (Japan)

Author keywords

Coverage probability; Disturbance variance; Linear model; Neyman accuracy; Preliminary test estimation; Stein type estimator; Unbiasedness; Wolfowitz accuracy

Indexed keywords

EID: 0346802768     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831744     Document Type: Article

References (3)

1. Abramowitz, M. and Stegun, I. A.(1972). Handbook of Mathematical Functions. Dover Pulications.
2. Brewster, J.F. and Zidek, J.V.(1974). "Improving on equivariant estimators," Annals of Statistics, 2, 21-38.
3. Brown, L.D. (1968). "Inadmissibility of the usual estimators of scale parameters in problems with unknown location and scale parameters," Annals of Mathematical Statistics, 39, 29-48.