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Improved Simultaneous Estimation Of Location And System Reliability Via Shrinkage Ideas, Beidi Qiang

Theses and Dissertations

In decision theory, when several parameters need to be estimated simultaneously, many standard estimators can be improved, in terms of a combined loss function. The problem of finding such estimators has been well studied in the literature, but mostly under parametric settings, which is inappropriate for heavy-tailed distributions. In the first part of this dissertation, a robust simultaneous estimator of location is proposed using the shrinkage idea. A nonparametric Bayesian estimator is also discussed as an alternative. The proposed estimators do not assume a specific parametric distribution and they do not require the existence of finite moments. The performance of …