Related papers: Estimating ordered variance of two scale mixture o…
A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions…
Estimation of the ordered scale parameter of a two scale mixture of the exponential distribution is considered under Stein loss and symmetric loss. Under certain conditions, we prove that the inadmissibility equivariant estimator exhibits…
The present manuscript is concerned with component-wise estimation of the positive power of ordered restricted standard deviation of two normal populations with certain restrictions on the means. We propose several improved estimators under…
We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…
We consider the problem of estimating the error variance in a general linear model when the error distribution is assumed to be spherically symmetric, but not necessary Gaussian. In particular we study the case of a scale mixture of…
In various applied areas such as reliability engineering, molecular biology, finance, etc., the measure of uncertainty of a probability distribution plays an important role. In the present work, we consider the estimation of a function of…
Due to measurement noise, a common problem in in various fields is how to estimate the ratio of two functions. We consider this problem of estimating the ratio of two functions in a nonparametric regression model. Assuming the noise is…
The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…
The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…
The Unit Weibull distribution with parameters $\alpha$ and $\beta$ is considered to study in the context of dual generalized order statistics. For the analysis purpose, Bayes estimators based on symmetric and asymmetric loss functions are…
In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is used to compare two estimators. We start by considering…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
We consider component-wise estimation of order restricted location/scale parameters $\theta_1$ and $\theta_2$ ($\theta_1\leq \theta_2$) of a general bivariate distribution under the squared error loss function. To find improvements over the…
The relative performance of competing point forecasts is usually measured in terms of loss or scoring functions. It is widely accepted that these scoring function should be strictly consistent in the sense that the expected score is…
The problem of simultaneous estimation of order restricted location parameters $\theta_1$ and $\theta_2$ ($-\infty<\theta_1\leq \theta_2<\infty$) of a bivariate location symmetric distribution, under a general loss function, is being…
An exact, closed form, and easy to compute expression for the mean integrated squared error (MISE) of a kernel estimator of a normal mixture cumulative distribution function is derived for the class of arbitrary order Gaussian-based…
Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t…