On the shrinkage estimation of variance

zbMATH Open1316.62105MaRDI QIDQ5262063FDOQ5262063

Authors: Gérard Biau, Yannis G. Yatracos 

Publication date: 13 July 2015

Full work available at URL: http://journal-sfds.fr/article/view/104/

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zbMATH Keywords

shrinkagevariance estimationmean squared errorstandard deviationPitman closeness

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (12)

• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• A class of shrinkage estimators for the variance in two-parameter gamme distribution
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
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• Pitman closeness properties of point estimators and predictive densities with parametric constraints
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• Artificially Augmented Samples, Shrinkage, and Mean Squared Error Reduction*
• Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
• From Ordinary to Shrinkage Square-Root Estimators
• Biased estimation of a variance
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• Linear shrinkage estimation of the variance of a distribution with unknown mean

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