TY - JOUR
T1 - Asymptotic improvement of the Graybill-Deal estimator
AU - Inoue, Kiyoshi
N1 - Funding Information:
This research was partially supported by Waseda University Grant for Special Research Projects. The author is grateful to a referee and an Associate Editor for their valuable cornmerits arid suggestions that Ind to substaritial improvement of the paper.
PY - 1999
Y1 - 1999
N2 - Two-stage estimators of the common mean of k normal populations are considered, and compared with the Graybill-Deal estimator in terms of asymptotic variance. Some of them are found to be superior to the estimator under regularity conditions. A comparison of the Graybill-Deal estimator, an alternative estimator and the maximum likelihood estimator is made when samples are of the same size. In addition, several simulation results concerning finite sample behaviour of proposed two-stage estimators are presented.
AB - Two-stage estimators of the common mean of k normal populations are considered, and compared with the Graybill-Deal estimator in terms of asymptotic variance. Some of them are found to be superior to the estimator under regularity conditions. A comparison of the Graybill-Deal estimator, an alternative estimator and the maximum likelihood estimator is made when samples are of the same size. In addition, several simulation results concerning finite sample behaviour of proposed two-stage estimators are presented.
KW - Asymptotic relative efficiency
KW - Estimation of common mean
KW - Two-stage procedure
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U2 - 10.1080/03610929908832303
DO - 10.1080/03610929908832303
M3 - Article
AN - SCOPUS:0011125676
SN - 0361-0926
VL - 28
SP - 389
EP - 407
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 2
ER -