Finite-sample properties of the Graybill-Deal estimator

被引：5

作者：

Ma, Tiefeng ^{[1
]}

Ye, Rendao ^{[2
]}

Jia, Lijie ^{[3
]}

机构：

[1] SW Univ Finance & Econ, Stat Coll, Chengdu 610074, Peoples R China

[2] Hangzhou Dianzi Univ, Coll Business, Hangzhou 310018, Zhejiang, Peoples R China

[3] Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 11期

基金：

中国国家自然科学基金;

关键词：

Common mean; Graybill-Deal estimator; LINEX loss; NORMAL-POPULATIONS; INTERBLOCK INFORMATION; VARIANCE; RECOVERY;

D O I：

10.1016/j.jspi.2011.06.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper studies some finite-sample properties of the Graybill-Deal estimator under both the squared error as well as the asymmetric LINEX loss functions. In the process, a simpler proof of an existing result has been obtained. Crown Copyright (C) 2011 Published by Elsevier B.V. All rights reserved.

引用

页码：3675 / 3680

页数：6

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