Sequential estimation of the variance of a normal distribution

DOI10.1080/07474949508836343MaRDI QIDQ4865173zbMATH OpenOpenAlexFDO

Authors Jayalakshmi Natarajan, William E. Strawderman

Publication date 13 February 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949508836343

zbMATH Keywords

admissibilityminimaxitynormal distributionsquared error lossStein's estimatortwo stage estimatorsvariance

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Simultaneous Estimation of the Means of Independent Poisson Laws
• Two stage estimation of several poisson parameters
• Two-stage sequential estimation of a multivariate normal mean under quadratic loss

Cited in

(8)

• Sequential simultaneous estimation of the mean and variance: The rate of convergence
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance
• A note on minimum risk point estimation of the variance of a normal population
• A note on sequential estimation of the normal variance
• On sequential estimation of a normal distribution having equal mean and variance
• Sequential estimation of the variance of an unknown distribution
• Sequential estimation of ratio of normal parameters

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