Estimation of noncentrality parameters
- 1 March 1993
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 21 (1) , 45-57
- https://doi.org/10.2307/3315657
Abstract
We propose some estimators of noncentrality parameters which improve upon usual unbiased estimators under quadratic loss. The distributions we consider are the noncentral chi‐square and the noncentral F. However, we give more general results for the family of elliptically contoured distributions and propose a robust dominating estimator.Keywords
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