A new class of minimax generalized Bayes estimators of a normal variance

DOI10.1016/J.JSPI.2005.05.005MaRDI QIDQ2500642zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

minimaxitygeneralized Bayesestimation of normal variance

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 524357 (Why is no real title available?)
• A unified approach to improving equivariant estimators
• Estimation of a normal variance -- a critical review
• 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 estimator for the variance of a normal distribution with unknown mean
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Tail minimaxity in location vector problems and its applications

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
• Minimax estimators of a normal variance
• Adjusted variance estimators based on minimizing mean squared error for stratified random samples
• Estimation of the smallest normal variance with applications to variance components models
• Decision-theoretic issues in heterogeneity variance estimation
• Generalized Bayes minimax estimators of the variance of a multivariate normal distribution
• 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
• General dominance properties of double shrinkage estimators for ratio of positive parameters
• scientific article; zbMATH DE number 3938232 (Why is no real title available?)
• 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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