scientific article; zbMATH DE number 524357

MaRDI QIDQ4284847zbMATH OpenFDO

Authors Malay Ghosh

Publication date 28 June 1994

zbMATH Keywords

best multiple estimatorBrewster-Zidek estimatorerror sum of squaresfixed effects one-way analysis of variance modelhierarchical Bayes estimatorsmaximum likelihood estimator of the error variancerelative squared error lossrisk improvementUMVUE

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

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(13)

• Estimation of a normal variance -- a critical review
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• An overview of robust Bayesian analysis. (With discussion)
• Stein estimation -- a review
• On propriety of posterior distributions of variance components in small area estimation
• Hierarchical Bayes estimators of the error variance in one-way ANOVA models
• On the admissibility of hierarchical Bayes estimators
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
• A new class of minimax generalized Bayes estimators of a normal variance
• Nonparametric Neyman-Scott problems: Telescoping product methods
• scientific article; zbMATH DE number 7387520 (Why is no real title available?)
• The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
• Generalized Bayes minimax estimators of the variance of a multivariate normal distribution

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