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.
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收藏
页码：3675 / 3680
页数：6
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