IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v45y1993i1p129-136.html
   My bibliography  Save this article

A minimum discrimination information estimator of preliminary conjectured normal variance

Author

Listed:
  • D. Gokhale
  • Koichi Inada
  • Hea-Jung Kim

Abstract

No abstract is available for this item.

Suggested Citation

  • D. Gokhale & Koichi Inada & Hea-Jung Kim, 1993. "A minimum discrimination information estimator of preliminary conjectured normal variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 129-136, March.
  • Handle: RePEc:spr:aistmt:v:45:y:1993:i:1:p:129-136
    DOI: 10.1007/BF00773673
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF00773673
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/BF00773673?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gelfand, Alan E. & Dey, Dipak K., 1988. "Improved estimation of the disturbance variance in a linear regression model," Journal of Econometrics, Elsevier, vol. 39(3), pages 387-395, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.
    2. Qin, Huaizhen & Ouyang, Weiwei, 2016. "Asymmetric risk of the Stein variance estimator under a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 94-100.
    3. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.
    4. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September.
    5. Ohtani, Kazuhiro, 2002. "Exact distribution of a pre-test estimator for regression error variance when there are omitted variables," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 129-140, November.
    6. Wan, Alan T. K. & Zou, Guohua, 2003. "Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure," Journal of Econometrics, Elsevier, vol. 114(1), pages 165-196, May.
    7. Kazuhiro Ohtani & Alan Wan, 2009. "Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted," Statistical Papers, Springer, vol. 50(1), pages 151-160, January.
    8. Youhei Oono & Nobuo Shinozaki, 2006. "Estimation of error variance in ANOVA model and order restricted scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(4), pages 739-756, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:45:y:1993:i:1:p:129-136. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.