Minimax estimators of a normal variance

DOI10.1007/PL00003974MaRDI QIDQ5953748zbMATH OpenFDO

Authors Yuzo Maruyama

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/PL00003974

Mathematics Subject Classification ID

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

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Cited in

(21)

• Minimax estimation of a variance
• Stein estimation -- a review
• Improved estimation of the smallest scale parameter of gamma distributions
• Minimax estimators in the normal MANOVA model
• Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
• Estimation of the variance and its applications
• 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
• A new class of minimax generalized Bayes estimators of a normal variance
• Estimating common standard deviation of two normal populations with ordered means
• A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
• scientific article; zbMATH DE number 5864702 (Why is no real title available?)
• New classes of improved confidence intervals for the variance of a normal distribution
• A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION
• Estimation of the smallest scale parameter of two-parameter exponential distributions
• New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution
• A New Estimator of the Variance Based on Minimizing Mean Squared Error
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
• Point and interval estimation of powers of scale parameters for two normal populations with a common mean
• Adjusted variance estimators based on minimizing mean squared error for stratified random samples
• On the improved estimation of ordered scale parameters based on doubly type-II censored sample

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