A new class of minimax generalized Bayes estimators of a normal variance

DOI10.1016/j.jspi.2005.05.005zbMath1104.62005OpenAlexW1998742120MaRDI QIDQ2500642

Yuzo Maruyama, William E. Strawderman

Publication date: 17 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.05.005

zbMATH Keywords

minimaxitygeneralized Bayesestimation of normal variance

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items

Decision-theoretic issues in heterogeneity variance estimation ⋮ Shrinkage confidence procedures ⋮ Strawderman-type estimators for a scale parameter with application to the exponential distribution ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Generalized Bayes estimators with closed forms for the normal mean and covariance matrices ⋮ Predictive density estimation under the Wasserstein loss ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Generalized Bayes minimax estimators of the variance of a multivariate normal distribution ⋮ Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ On the estimation of a normal precision and a normal variance ratio ⋮ A New Estimator of the Variance Based on Minimizing Mean Squared Error

Cites Work

• Minimax estimation of powers of the variance of a normal population under squared error loss
• Tail minimaxity in location vector problems and its applications
• Estimation of a normal variance -- a critical review
• A unified approach to improving equivariant estimators
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Unnamed Item
• Unnamed Item