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Published in 2018 at "Journal of Statistical Theory and Practice"
DOI: 10.1080/15598608.2017.1350608
Abstract: In a normal distribution with its mean unknown, we have developed Stein type two-stage and Chow and Robbins type purely sequential strategies to estimate the unknown variance σ2 under a modified Linex loss function. We…
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Keywords:
estimation;
purely sequential;
two stage;
modified linex ... See more keywords