A unified approach to estimation of noncentrality parameters,the multiple correlation coefficient,and mixture models |
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Authors: | T Kubokawa É Marchand W E Strawderman |
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Institution: | 1.Dept. of Economics,Univ. of Tokyo,Tokyo,Japan;2.Univ. de Sherbrooke, Départ. de math.,Sherbrooke Qc,Canada;3.Dept. of Statist. and Biostatist.,Rutgers Univ.,Piscataway,USA |
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Abstract: | We consider a class of mixture models for positive continuous data and the estimation of an underlying parameter θ of the mixing distribution. With a unified approach, we obtain classes of dominating estimators under squared error loss of an unbiased estimator, which include smooth estimators. Applications include estimating noncentrality parameters of chi-square and F-distributions, as well as ρ 2/(1 ? ρ 2), where ρ is amultivariate correlation coefficient in a multivariate normal set-up. Finally, the findings are extended to situations, where there exists a lower bound constraint on θ. |
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