Minimax estimators of a normal variance

DOI10.1007/PL00003974zbMATH Open0990.62006MaRDI QIDQ5953748FDOQ5953748

Authors: Yuzo Maruyama 

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

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Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cited In (19)

• Estimating common standard deviation of two normal populations with ordered means
• Stein estimation -- a review
• Adjusted variance estimators based on minimizing mean squared error for stratified random samples
• Estimation of the smallest normal variance with applications to variance components models
• New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
• Minimax estimators in the normal MANOVA model
• Estimation of the smallest scale parameter of two-parameter exponential distributions
• New classes of improved confidence intervals for the variance of a normal distribution
• A New Estimator of the Variance Based on Minimizing Mean Squared Error
• Title not available (Why is that?)
• Minimax estimation of a variance
• Point and interval estimation of powers of scale parameters for two normal populations with a common mean
• Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
• Improved estimation of the smallest scale parameter of gamma distributions
• A new class of minimax generalized Bayes estimators of a normal variance
• A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION
• A class of improved estimators for the scale parameter of a mixture model of exponential distribution with unknown location
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

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