Simultaneous estimation of log-normal coefficients of variation: Shrinkage and pretest strategies
In this paper, we consider the problem of estimating the log-normal coefficients of variation when multiple samples from log-normal populations with unequal variances are combined. We suggest some efficient estimation methods based on pretest and JamesStein procedures. In a large-sample setup, we pr...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-01-01
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| Series: | MethodsX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215016122003168 |