Lower bounds on Bayes risks for estimating a normal variance: With applications

DOI10.2307/3315367MaRDI QIDQ4859243zbMATH OpenOpenAlexFDO

Authors Brani Vidakovic, Anirban DasGupta

Publication date 18 September 1996

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315367

zbMATH Keywords

variance estimationBayes rulenormal distributiongamma distributionlower boundsBayes riskconvex hullderivativesmarginal densityefficiency of linear rules

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 1054340 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Group decision analysis and its application to combining opinions
• Information inequalities for the Bayes risk
• Minimax estimation of a constrained Poisson vector
• Minimax risk over hyperrectangles, and implications
• The variational form of certain Bayes estimators

Cited in

(4)

• Lower bounds on the bayes risk eor statistical prediction problems
• On lower bounds for the bias-variance trade-off
• A survey on some inequalities for expectation and variance
• Bayes estimators of heterogeneity variance and \(T\)-systems

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