Lower bounds on Bayes risks for estimating a normal variance: With applications
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Publication:4859243
DOI10.2307/3315367zbMath0845.62004MaRDI QIDQ4859243
Anirban DasGupta, Brani Vidakovic
Publication date: 18 September 1996
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315367
derivatives; normal distribution; convex hull; lower bounds; gamma distribution; Bayes risk; variance estimation; Bayes rule; marginal density; efficiency of linear rules
62F10: Point estimation
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
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