On the estimation of a variance ratio
Publication
, Journal Article
Gelfand, AE; Dey, DK
Published in: Journal of Statistical Planning and Inference
January 1, 1988
The estimation of the ratio of two independent normal variances is considered under scale invariant squared error loss function, when the means are unknown. The best invariant estimator is shown to be inadmissible. Two new classes of improved estimators are obtained, one by extending Stein (1964) and the other by extending Brown (1968). Numerical studies are presented to indicate the percent improvements in risk. © 1988.
Duke Scholars
Published In
Journal of Statistical Planning and Inference
DOI
ISSN
0378-3758
Publication Date
January 1, 1988
Volume
19
Issue
1
Start / End Page
121 / 131
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Gelfand, A. E., & Dey, D. K. (1988). On the estimation of a variance ratio. Journal of Statistical Planning and Inference, 19(1), 121–131. https://doi.org/10.1016/0378-3758(88)90057-2
Gelfand, A. E., and D. K. Dey. “On the estimation of a variance ratio.” Journal of Statistical Planning and Inference 19, no. 1 (January 1, 1988): 121–31. https://doi.org/10.1016/0378-3758(88)90057-2.
Gelfand AE, Dey DK. On the estimation of a variance ratio. Journal of Statistical Planning and Inference. 1988 Jan 1;19(1):121–31.
Gelfand, A. E., and D. K. Dey. “On the estimation of a variance ratio.” Journal of Statistical Planning and Inference, vol. 19, no. 1, Jan. 1988, pp. 121–31. Scopus, doi:10.1016/0378-3758(88)90057-2.
Gelfand AE, Dey DK. On the estimation of a variance ratio. Journal of Statistical Planning and Inference. 1988 Jan 1;19(1):121–131.
Published In
Journal of Statistical Planning and Inference
DOI
ISSN
0378-3758
Publication Date
January 1, 1988
Volume
19
Issue
1
Start / End Page
121 / 131
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics