Improved estimation of the generalized precision under the squared loss

DOI10.1080/03610929808832251zbMath0917.62049OpenAlexW2030633492MaRDI QIDQ4223796

Xiaoqian Sun

Publication date: 6 January 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832251

zbMATH Keywords

inadmissibilitybest affine equivariant estimatorsquared lossgeneralized precision

Mathematics Subject Classification ID

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

Related Items (2)

Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions ⋮ Improved minimax estimation of the bivariate normal precision matrix under the squared loss

Cites Work

• On improved estimators of the generalized variance
• Bayesian sequential estimation
• 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
• Decision-theoretic estimation of generalized variance and generalized precision
• Empirical bayes methods in sequential estimation
• A transformation model for two survival curves: An empirical process approach
• Some results on the relative ageing of two life distributions
• Bounds for Reliability Estimation under Dependent Censoring

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