Alternative estimators for the variance of several normal populations
The problem of interest is to estimate the common variance of k (k [greater-or-equal, slanted] 2) normal populations with possibly different means, based on k independent samples from these populations. Improved estimators over the usual estimator under a large class of bowl-shaped loss functions are proposed. These estimators are similar to those of Brewster and Zidek (1974). However, the regions of the parameter space over which these estimators have the most reduction in risk and the magnitude of risk reduction over the usual estimator are different than those of Brewster and Zidek.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 17 (1993)
Issue (Month): 4 (July)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:17:y:1993:i:4:p:321-328. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If references are entirely missing, you can add them using this form.