Estimation of a normal variance -- a critical review

DOI10.1007/BF02927101MaRDI QIDQ1269481zbMATHOpenAlexFDO

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

zbMATH Keywords

affine equivarianceminimax estimatorloss functionrisk function

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 524357 (Why is no real title available?)
• A sequence of improvements over the James-Stein estimator
• A unified approach to improving equivariant estimators
• Approximation Theorems of Mathematical Statistics
• Consistent Estimates Based on Partially Consistent Observations
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• 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 Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Risk behavior of variance estimators in multivariate normal distribution

Cited in

(11)

• Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
• A new class of minimax generalized Bayes estimators of a normal variance
• Strawderman-type estimators for a scale parameter with application to the exponential distribution
• On a new interpretation of the sample variance
• A Note on Robustness of Normal Variance Estimators Undert-Distributions
• Estimation of the mean of a univariate normal distribution when the variance is not known
• Estimation of order restricted standard deviations of normal populations with a common mean
• Estimating the ratio of two scale parameters: a simple approach
• On the estimation of a normal precision and a normal variance ratio
• Estimation of the smallest normal variance with applications to variance components models
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

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