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Volumn 53, Issue 3, 2001, Pages 436-446

Decision theoretic estimation of the ratio of variances in a bivariate normal distribution

Author keywords

Bivariate normal distribution; Decision theory; Entropy loss; Ratio of variances; Squared error loss

Indexed keywords


EID: 6644221263     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1014600625165     Document Type: Article
Times cited : (5)

References (13)
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  • 2
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    • The distribution of the ratio of estimates of the two variances in a sample from a normal bivariate population
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    • Finney, D.J.1
  • 4
    • 0042863969 scopus 로고    scopus 로고
    • Decision theoretic estimation of the variance ratio
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    • (1996) Statist. Decisions , vol.14 , pp. 161-175
    • Ghosh, M.1    Kundu, S.2
  • 5
    • 0041302487 scopus 로고    scopus 로고
    • Improving on the best affine equivariant estimator of the ratio of generalized variances
    • Iliopoulos, G. and Kourouklis, S. (1999). Improving on the best affine equivariant estimator of the ratio of generalized variances, J. Multivariate Anal., 68, 176-192.
    • (1999) J. Multivariate Anal. , vol.68 , pp. 176-192
    • Iliopoulos, G.1    Kourouklis, S.2
  • 6
    • 85025286249 scopus 로고    scopus 로고
    • Interval estimation for the ratio of scale parameters and for ordered scale parameters
    • Iliopoulos, G. and Kourouklis, S. (2000). Interval estimation for the ratio of scale parameters and for ordered scale parameters, Statist. Decisions, 18, 169-184.
    • (2000) Statist. Decisions , vol.18 , pp. 169-184
    • Iliopoulos, G.1    Kourouklis, S.2
  • 7
    • 0042362890 scopus 로고
    • Double shrinkage estimation of ratio of scale parameters
    • Kubokawa, T. (1994). Double shrinkage estimation of ratio of scale parameters, Ann. Inst. Statist. Math., 46, 95-116.
    • (1994) Ann. Inst. Statist. Math. , vol.46 , pp. 95-116
    • Kubokawa, T.1
  • 9
    • 0041862001 scopus 로고
    • On the invariant estimation of a normal variance ratio
    • Madi, T. M. (1995). On the invariant estimation of a normal variance ratio, J. Statist. Plann. Inference, 44, 349-357.
    • (1995) J. Statist. Plann. Inference , vol.44 , pp. 349-357
    • Madi, T.M.1
  • 10
    • 0002829661 scopus 로고
    • A test for the significance of the difference between the two variances in a sample from a normal bivariate population
    • Morgan, W. A. (1939). A test for the significance of the difference between the two variances in a sample from a normal bivariate population, Biometrika, 31, 13-19.
    • (1939) Biometrika , vol.31 , pp. 13-19
    • Morgan, W.A.1
  • 11
    • 0010021652 scopus 로고
    • Improvements of interval estimations for the variance and the ratio of two variances
    • Nagata, Y. (1989). Improvements of interval estimations for the variance and the ratio of two variances, J. Japan Statist. Soc., 19, 151-161.
    • (1989) J. Japan Statist. Soc. , vol.19 , pp. 151-161
    • Nagata, Y.1
  • 12
    • 0002363710 scopus 로고
    • A note on normal correlation
    • Pitman, E. J. G. (1939). A note on normal correlation, Biometrika, 31, 9-12.
    • (1939) Biometrika , vol.31 , pp. 9-12
    • Pitman, E.J.G.1
  • 13
    • 0001703524 scopus 로고
    • Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
    • Stein, C. (1964). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean, Ann. Inst. Statist. Math., 16, 155-160.
    • (1964) Ann. Inst. Statist. Math. , vol.16 , pp. 155-160
    • Stein, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.