کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525475 | 958001 | 2005 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation of two order restricted normal means with unknown and possibly unequal variances
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Estimation of each of and linear functions of two order restricted normal means is considered when variances are unknown and possibly unequal. We replace unknown variances with sample variances and construct isotonic regression estimators, which we call in our paper the plug-in estimators, to estimate ordered normal means. Under squared error loss, a necessary and sufficient condition is given for the plug-in estimators to improve upon the unrestricted maximum likelihood estimators uniformly. As for the estimation of linear functions of ordered normal means, we also show that when variances are known, the restricted maximum likelihood estimator always improves upon the unrestricted maximum likelihood estimator uniformly, but when variances are unknown, the plug-in estimator does not always improve upon the unrestricted maximum likelihood estimator uniformly.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 131, Issue 2, 1 May 2005, Pages 349-363
Journal: Journal of Statistical Planning and Inference - Volume 131, Issue 2, 1 May 2005, Pages 349-363
نویسندگان
Youhei Oono, Nobuo Shinozaki,