A new class of minimax generalized Bayes estimators of a normal variance
DOI10.1016/J.JSPI.2005.05.005zbMATH Open1104.62005OpenAlexW1998742120MaRDI QIDQ2500642FDOQ2500642
Authors: Yuzo Maruyama, William E. Strawderman 
Publication date: 17 August 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2005.05.005
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- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- A unified approach to improving equivariant estimators
- Minimax estimation of powers of the variance of a normal population under squared error loss
- Estimation of a normal variance -- a critical review
- Tail minimaxity in location vector problems and its applications
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
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Cited In (20)
- On the estimation of a normal precision and a normal variance ratio
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
- Adjusted variance estimators based on minimizing mean squared error for stratified random samples
- Minimax estimators of a normal variance
- Estimation of the smallest normal variance with applications to variance components models
- Generalized Bayes minimax estimators of the variance of a multivariate normal distribution
- Decision-theoretic issues in heterogeneity variance estimation
- The Byes posterior estimator of the variance parameter of the normal distribution with a normal-inverse-gamma prior under Stein's loss
- Shrinkage confidence procedures
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression
- New classes of improved confidence intervals for the variance of a normal distribution
- A New Estimator of the Variance Based on Minimizing Mean Squared Error
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
- Predictive density estimation under the Wasserstein loss
- Improved estimation of the smallest scale parameter of gamma distributions
- Title not available (Why is that?)
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- 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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