教師資料查詢 | 類別: 會議論文 | 教師: 林志娟 LIN JYH-JIUAN (瀏覽個人網頁)

標題:Comparison of Normal Variance Estimators in Terms of Pitman Nearness Criterion
學年90
學期2
發表日期2002/03/22
作品名稱Comparison of Normal Variance Estimators in Terms of Pitman Nearness Criterion
作品名稱(其他語言)
著者林志娟; 張慶暉
作品所屬單位淡江大學統計學系
出版者
會議名稱e世紀的挑戰國際學術研討會管理組=E-Era Challenge International Academic Conference
會議地點臺北市, 臺灣
摘要For estimating a normal variance under squared error loss function it is well known that the best affine (location and scale) equivariant estimator, which is better than the maximum likelihood estimator as well as the unbiased estimator, is also inadmissible. The improved estimators, e.g. Stein type, Brown type and Brewster-Zidek type, are all scale equivariant but not location invariant. Lately a good amount of research has been done to compare the improved estimators in terms of risk, but very little attention had been paid to compare these estimators in terms of Pitman nearness criterion. In this paper we have undertaken a comprehensive study to compare various variance estimators in terms of Pitman nearness criterion, which has long been over due, and have made some interesting observations in the process.
關鍵字損失函數;風險函數;非中央卡方分配;Loss Function;Risk Function;Non-Central Chi-Square Distribution;Affine Equivariance
語言英文
收錄於
會議性質國際
校內研討會地點
研討會時間20020322~20020322
通訊作者
國別中華民國
公開徵稿Y
出版型式紙本
出處e世紀的挑戰國際學術研討會管理組論文集=Proceedings of E-Era Challenge International Academic Conference頁545-562
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