Double shrinkage estimation of ratio of scale parameters
Double shrinkage estimation of ratio of scale parameters
复制标题
尺度参数比的双倍收缩估计
DOI：
10.1007/bf00773596
复制
发表时间：
1994
影响因子：
1
通讯作者：
T. Kubokawa
中科院分区：
文献类型：
--
作者：
T. Kubokawa
从决策理论的角度出发，研究了位置参数未知的两个分布的尺度参数比值估计问题。本文给出了在严格凸损失函数和具有单调似然比性质的一般分布下，对一般的比率估计量的改进方法。特别地，提出了利用两个位置参数的两个估计量的双收缩改进估计器。在尺度参数有阶限制的情况下，本文还考虑了各种改进的比率和尺度参数估计方法。这些结果适用于正态分布、对数正态分布、指数分布和帕累托分布。最后，给出了协方差矩阵之比的多元推广。
The problems of estimating ratio of scale parameters of two distributions with unknown location parameters are treated from a decision-theoretic point of view. The paper provides the procedures improving on the usual ratio estimator under strictly convex loss functions and the general distributions having monotone likelihood ratio properties. In particular,double shrinkage improved estimatorswhich utilize both of estimators of two location parameters are presented. Under order restrictions on the scale parameters, various improvements for estimation of the ratio and the scale parameters are also considered. These results are applied to normal, lognormal, exponential and pareto distributions. Finally, a multivariate extension is given for ratio of covariance matrices.