New classes of improved confidence intervals for the variance of a normal distribution

DOI10.1007/S00184-010-0338-0zbMATH Open1300.62027OpenAlexW2061998752MaRDI QIDQ453713FDOQ453713

Authors: Constantinos Petropoulos, Stavros Kourouklis 

Publication date: 27 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0338-0

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zbMATH Keywords

decision theoryimproved point estimation and interval estimationvariance of a normal distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Minimax estimators of a normal variance
• A unified approach to improving equivariant estimators
• A new class of minimax generalized Bayes estimators of a normal variance
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Improved invariant confidence intervals for a normal variance
• On improving the shortest length confidence interval for the generalized variance.
• On improved interval estimation for the generalized variance
• Title not available (Why is that?)
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Improved Confidence Intervals for the Variance of a Normal Distribution
• Improved confidence intervals for a normal variance

Cited In (9)

• Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
• Estimation of the smallest normal variance with applications to variance components models
• New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution
• Estimation of the smallest scale parameter of two-parameter exponential distributions
• Improved confidence intervals for the scale parameter of Burr XII model based on record values
• Study of UMPUT and UMAU confidence intervals for the variance of normal distributions
• Improved confidence intervals for a normal variance
• Title not available (Why is that?)
• Improved estimation of the smallest scale parameter of gamma distributions

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