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- W4313484405 abstract "The problem of simultaneous estimation of location/scale parameters $theta_1$ and $theta_2$ of a general bivariate location/scale model, when the ordering between the parameters is known apriori (say, $theta_1leq theta_2$), has been considered. We consider isotonic regression estimators based on the best location/scale equivariant estimators (BLEEs/BSEEs) of $theta_1$ and $theta_2$ with general weight functions. Let $mathcal{D}$ denote the corresponding class of isotonic regression estimators of $(theta_1,theta_2)$. Under the sum of the weighted squared error loss function, we characterize admissible estimators within the class $mathcal{D}$, and identify estimators that dominate the BLEE/BSEE of ($theta_1$,$theta_2$). Our study unifies several studies reported in the literature for specific probability distributions having independent marginals. We also report a generalized version of the Katz (1963) result on the inadmissibility of certain estimators under a loss function that is weighted sum of general loss functions for component problems. A simulation study is also carried out to validate the findings of the paper." @default.
- W4313484405 created "2023-01-06" @default.
- W4313484405 creator A5058588536 @default.
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- W4313484405 date "2023-01-02" @default.
- W4313484405 modified "2023-09-30" @default.
- W4313484405 title "Isotonic Regression Estimators For Simultaneous Estimation of Order Restricted Location/Scale Parameters of a Bivariate Distribution: A Unified Study" @default.
- W4313484405 doi "https://doi.org/10.48550/arxiv.2301.00690" @default.
- W4313484405 hasPublicationYear "2023" @default.
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