Minimax estimators of a normal variance

DOI10.1007/PL00003974zbMath0990.62006MaRDI QIDQ5953748

Yuzo Maruyama

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items (13)

A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Estimation of the smallest scale parameter of two-parameter exponential distributions ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ Point and interval estimation of powers of scale parameters for two normal populations with a common mean ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution ⋮ A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location ⋮ Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance ⋮ Stein estimation -- a review ⋮ Estimating common standard deviation of two normal populations with ordered means ⋮ A New Estimator of the Variance Based on Minimizing Mean Squared Error

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