Double shrinkage estimation of ratio of scale parameters

Tatsuya Kubokawa

Annals of the Institute of Statistical Mathematics, 1994, vol. 46, issue 1, 95-116

Keywords: Point estimation; ratio of variances; shrinkage estimation; inadmissibility; Stein's truncated rule; monotone likelihood ratio property; normal; exponential; noncentral chi-square distributions; ratio of covariance matrices (search for similar items in EconPapers)
Date: 1994
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DOI: 10.1007/BF00773596

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