QA51 : Constrained Bayes estimators under balanced loss function
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2011
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Abstarct: One of the important issues in theoretical statistics is the estimation and studying of their
specifications on unknown parameters of the statistical models. About the estimation, estimators
are compared together by different items like: bias, risk, efficiency and …; one of the items
which is mostly ecognized by the investig to s, is the level of estim to s„s isk under specific
loss function. In other words, the lower the risk the better the estimator would be. Using old
known information in statistical models is usually considered as a term which at last results in
restricted models. The estimator, created by restricted models is called restricted estimator (RE).
In this thesis for the normal and multivariate normal models, the constrained Bayes estimator
(CEB) and other types of estimators like: preliminary test estimator (PTE) and the constrained
empirical Bayes estimator (CEBE) (in some parts) are considered and their risks are compared
together.
Keywords:
#Balanced loss function #Multivariate students t #Normal-inverted Wishart #Constraid Bayes estimator #Emperical Bayes estimator #Preliminary test estimator
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor: