A New Estimator of the Variance Based on Minimizing Mean Squared Error
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Publication:5876925
DOI10.1080/00031305.2012.735209OpenAlexW2119100927WikidataQ58244433 ScholiaQ58244433MaRDI QIDQ5876925
Publication date: 2 February 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2012.735209
Related Items (2)
On the inefficiency of the restricted maximum likelihood ⋮ On the limiting distribution of sample central moments
Cites Work
- Minimax estimation of powers of the variance of a normal population under squared error loss
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Improving on equivariant estimators
- A new class of minimax generalized Bayes estimators of a normal variance
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Approximation Theorems of Mathematical Statistics
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Artificially Augmented Samples, Shrinkage, and Mean Squared Error Reduction*
- Minimax estimators of a normal variance
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