ESTIMATING THE NONCENTRALITY PARAMETER OF A t-DISTRIBUTION

1992系统科学与复杂性：英文版Decision Sciences被引 4

摘要

Inadmissibility of a traditional class of noncentrality parameter esti-mators under quadratic loss is established.The result is heuristically motivatedby the form of generalized Bayes estimators and is proved via unbiased estimatorsof the risk function and a solution to an integro-differential inequality.

引用本文（GB/T 7714）

Andrew, L.Rukhin. ESTIMATING THE NONCENTRALITY PARAMETER OF A t-DISTRIBUTION[J]. 系统科学与复杂性：英文版, 1992.

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