Preliminary test estimators for the multivariate normal mean based on the modified W, LR and LM tests
Article
Article Title | Preliminary test estimators for the multivariate normal mean based on the modified W, LR and LM tests |
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ERA Journal ID | 900 |
Article Category | Article |
Authors | Khan, S. (Author) and Hoque, Z. (Author) |
Journal Title | Journal of Statistical Research |
Journal Citation | 37 (1), pp. 43-55 |
Number of Pages | 13 |
Year | 2003 |
Publisher | University of Dhaka |
Place of Publication | Bangladesh |
ISSN | 0020-3165 |
0256-422X | |
Web Address (URL) | http://jsr.isrt.ac.bd/ |
Abstract | In this paper we consider the preliminary test estimators (PTEs) of the mean vector of multivariate normal distribution under the modified Wald, likelihood ratio, and Lagrange multiplier tests. The properties of the estimators have been investigated under some popular statistical criteria. It has been observed that with respect to the quadratic bias the Wald test based PTE performs better than |
Keywords | preliminary test estimator; Wald; likelihood ratio and Lagrange multiplier tests; quadratic bias; quadratic risk; relative efficiency and conflictict. |
Contains Sensitive Content | Does not contain sensitive content |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490506. Probability theory | |
490103. Calculus of variations, mathematical aspects of systems theory and control theory | |
Byline Affiliations | Department of Mathematics and Computing |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q0666/preliminary-test-estimators-for-the-multivariate-normal-mean-based-on-the-modified-w-lr-and-lm-tests
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