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Estimation of noncentrality parameters |
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| Authors: | T. Kubokawa C.P. Robert A.K.Md.E. Saleh |
| Abstract: | 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. |
| Keywords: | Point estimation noncentral parameter noncentral chi-square distribution noncentral F-distribution Stein identity chi-square identity elliptically contoured distribution |