Estimation of a normal variance -- a critical review
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Publication:1269481
DOI10.1007/BF02927101zbMATH Open0931.62021OpenAlexW2009867836MaRDI QIDQ1269481FDOQ1269481
Authors: Nabendu Pal, C. Ling, Jyh-Jiuan Lin 
Publication date: 29 November 1998
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02927101
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Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Consistent Estimates Based on Partially Consistent Observations
- Title not available (Why is that?)
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Improving on equivariant estimators
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- A unified approach to improving equivariant estimators
- Minimax estimation of powers of the variance of a normal population under squared error loss
- Risk behavior of variance estimators in multivariate normal distribution
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- A sequence of improvements over the James-Stein estimator
- Title not available (Why is that?)
Cited In (11)
- On the estimation of a normal precision and a normal variance ratio
- On a new interpretation of the sample variance
- Estimation of the smallest normal variance with applications to variance components models
- Estimation of order restricted standard deviations of normal populations with a common mean
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
- A Note on Robustness of Normal Variance Estimators Undert-Distributions
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- A new class of minimax generalized Bayes estimators of a normal variance
- Estimation of the mean of a univariate normal distribution when the variance is not known
- Estimating the ratio of two scale parameters: a simple approach
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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