scientific article; zbMATH DE number 926575

MaRDI QIDQ4891971zbMATH OpenFDO

Authors Nariaki Sugiura

Publication date 28 October 1996

zbMATH Keywords

squared error lossStein estimatorbest affine equivariant estimatorentropy lossvariance of normal population

Mathematics Subject Classification ID

Point estimation (62F10)

Recommendations

• On the shrinkage estimation of variance
• The Pitman comparison of unbiased linear estimators
• A unified approach to improving equivariant estimators
• Estimating powers of the generalized variance under the pitman closeness criterion
• The Stein paradox in the sense of the Pitman measure of closeness

Cited in

(8)

• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• scientific article; zbMATH DE number 3965219 (Why is no real title available?)
• Some modifications of improved estimators of a normal variance
• Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
• Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
• On the shrinkage estimation of variance
• Estimating powers of the generalized variance under the pitman closeness criterion
• The Stein paradox in the sense of the Pitman measure of closeness

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