Publications [#258299] of Alan E. Gelfand
search .Papers Published
- Gelfand, AE; Dey, DK. "On the estimation of a variance ratio." Journal of Statistical Planning and Inference 19.1 (January, 1988): 121-131. [doi]
(last updated on 2023/06/01)Abstract:
The estimation of the ratio of two independent normal variances is considered under scale invariant squared error loss function, when the means are unknown. The best invariant estimator is shown to be inadmissible. Two new classes of improved estimators are obtained, one by extending Stein (1964) and the other by extending Brown (1968). Numerical studies are presented to indicate the percent improvements in risk. © 1988.