STATISTICAL THEORY FOR THE PARAMETERS WITH STUDENT's t-DISTRIBUTION

Authors

  • A.K.Md. Ehsanes Saleh

Keywords:

Location-Scale Mode, MSE, Preliminary Test, Relative Eciency, Risk Function, Shrinkage Estimator

Abstract

Consider the location model Y = 1n + where is distributed n-dimensional
Student's t-distribution. We study the properties of the estimators of and variance
2
and compare them with normal theory estimators. In addition, we present
some results which help to obtain risks of preliminary test related estimators.

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Issue

Vol. 42 No. 2 (2008)

Section

Articles