A Note on Robustness of Normal Variance Estimators Undert-Distributions

DOI10.1081/STA-200056812zbMATH Open1073.62019OpenAlexW2056685555MaRDI QIDQ4681069FDOQ4681069

Authors Jyh-Jiuan Lin, Nabendu Pal 

Publication date 14 June 2005

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

Full work available at URL https://doi.org/10.1081/sta-200056812

zbMATH Keywords

risk functionsscale equivariant estimators

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99)

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Cites work

• Estimation of a normal variance -- a critical review

Cited in

(4)

• A note on parameter estimation under a \(t\)-model
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• Weak properties and robustness of t-Hill estimators
• Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM

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