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Estimation of noncentrality parameters
Author(s) -
Kubokawa T.,
Robert C.P.,
Saleh A.K.Md.E.
Publication year - 1993
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315657
Subject(s) - estimation , statistics , mathematics , computer science , engineering , systems engineering
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.