Further remarks on estimating the parameter of a noncentral chi-square distribution
- 1 January 1976
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 5 (1) , 65-76
- https://doi.org/10.1080/03610927608827332
Abstract
Perlman and Rasmussen (1975) have found estimators of the non-centrality parameter of a noncentral chi-square distribution which have lower mean square error than the maximum likelihood estimator. This paper studies some extensions of their estimators and some related problems.Keywords
This publication has 1 reference indexed in Scilit:
- Proper Bayes Minimax Estimators of the Multivariate Normal MeanThe Annals of Mathematical Statistics, 1971