Pages that link to "Item:Q2500642"
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The following pages link to A new class of minimax generalized Bayes estimators of a normal variance (Q2500642):
Displaying 16 items.
- Decision-theoretic issues in heterogeneity variance estimation (Q287526) (← links)
- General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
- Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
- New classes of improved confidence intervals for the variance of a normal distribution (Q453713) (← links)
- On the estimation of a normal precision and a normal variance ratio (Q716256) (← links)
- Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
- Predictive density estimation under the Wasserstein loss (Q2189119) (← links)
- Strawderman-type estimators for a scale parameter with application to the exponential distribution (Q2390460) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach (Q2431582) (← links)
- Shrinkage confidence procedures (Q2634654) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- A New Estimator of the Variance Based on Minimizing Mean Squared Error (Q5876925) (← links)
- Generalized Bayes minimax estimators of the variance of a multivariate normal distribution (Q6167556) (← links)
- Adjusted variance estimators based on minimizing mean squared error for stratified random samples (Q6572910) (← links)