Title : ( estimation of the mean vector of a multivariate normal model under reflected normal loss )
Authors: , محمد آرشی , Mohammad Mehdi Tabatabaey Mashhadi ,
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Abstract
For estimating an unknown mean vector-parameter bt in a multivariate normal population, we propose the unrestricted, restricted and preliminary test estimators and derive their exact risk expressions under a modified reflected normal loss function. This approach is an extension to the work of Giles [2002. Preliminary-Test and Bayes Estimation of A Location Parameter Under Reflected Normal Loss, in Ullah, A. and Chaturvedi, A, Handbook of Applied Econometrics and Statistical Inference, Marcel Decker, New York, 287-303]. Comparison are then made for more clarity of the behavior of the estimators.
Keywords
, Reflected normal loss, MLE, Restricted estimator, Preliminary test estimator
@article{paperid:1013066,
author = {, and محمد آرشی and Tabatabaey Mashhadi, Mohammad Mehdi},
title = {estimation of the mean vector of a multivariate normal model under reflected normal loss},
journal = {Journal of Statistical Research},
year = {2009},
volume = {43},
number = {1},
month = {April},
issn = {0256-422X},
pages = {41--52},
numpages = {11},
keywords = {Reflected normal loss; MLE; Restricted estimator; Preliminary test estimator},
}
%0 Journal Article
%T estimation of the mean vector of a multivariate normal model under reflected normal loss
%A ,
%A محمد آرشی
%A Tabatabaey Mashhadi, Mohammad Mehdi
%J Journal of Statistical Research
%@ 0256-422X
%D 2009
