VARIANCE ESTIMATION FOR THE NORMAL DISTRIBUTION UNDER LOG SYMMETRIC LOSS

DOI10.1017/S0269964801153052zbMath1042.62014MaRDI QIDQ2748553

Mark Brown

Publication date: 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansions; symmetric invertibility

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60E15: Inequalities; stochastic orderings

62F10: Point estimation

62C15: Admissibility in statistical decision theory