Estimation of Location and Scale Parameters under Order Restrictions
T. Kubokawa and A.K.Md.E. Saleh (1994). Estimation of Location and Scale Parameters under Order Restrictions. Journal of Statistical Research, Vol. 28, No. 1-2, pp. 41-51.
Abstract
The point and the interval estimation problems of the smallest location and scale parameters under order restrictions are treated. Based on useful and simple definite integral arguments, the paper constructs broad classes of improved procedures under general assumptions on underlying distributions, including normal and logistic laws for the location problem, and lognormal, gamma, Weibull, F- and Pareto laws for the scale problem. Two types of improved estimators belonging to those classes are presented.