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A note on decision theoretic estimation of ordered parameters

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  • Iliopoulos, George

Abstract

This paper deals with decision theoretic estimation of the middle among three ordered location parameters under an arbitrary strictly convex loss function. Double-shrinkage estimators are produced which use all the available data and improve on single-shrinkage ones. The case of estimation of the middle among three ordered scale parameters with the possible existence of nuisance parameters is also discussed.

Suggested Citation

  • Iliopoulos, George, 2000. "A note on decision theoretic estimation of ordered parameters," Statistics & Probability Letters, Elsevier, vol. 50(1), pages 33-38, October.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:1:p:33-38
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    References listed on IDEAS

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    1. G. Vijayasree & Neeraj Misra & Harshinder Singh, 1995. "Componentwise estimation of ordered parameters ofk (≥2) exponential populations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 287-307, June.
    2. Kushary D. & Cohen A., 1989. "Estimating Ordered Location And Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 7(3), pages 201-214, March.
    3. Iliopoulos G. & Kourouklis S., 2000. "Interval Estimation For The Ratio Of Scale Parameters And For Ordered Scale Parameters," Statistics & Risk Modeling, De Gruyter, vol. 18(2), pages 169-184, February.
    4. Iliopoulos, George & Kourouklis, Stavros, 1999. "Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 176-192, February.
    5. Tatsuya Kubokawa, 1994. "Double shrinkage estimation of ratio of scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 95-116, March.
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