Simultaneous equivariant estimation of the parameters of linear models

Author:

Bai S. Kalpana,Durairajan T. M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Basu, D. (1955): On statistics independent of a complete sufficient statistic, Sankhya, A, 15, pp. 377–380.

2. Ferguson, T.S. (1967):Mathematical Statistics—A Decision theoretic Approach, Academic Press, New York, San Francisco, London.

3. Javier, R. (1986): A necessary and sufficient condition for an estimator to be optimal, Commun. Statist.—Theo. Meth., 15(5), pp. 1647–1651.

4. Kiefer, J. (1957): Invariance, Minimax sequential estimation and continuous time processes, Ann. Math Statist., 28, pp. 573–601.

5. Lehmann, E.L. (1983):Theory of Point Estimation, John Wiley & Sons, New York.

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1. Equivariant estimation of quantile vector of two normal populations with a common mean;Hacettepe Journal of Mathematics and Statistics;2018-09-07

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