On the estimation of a normal precision and a normal variance ratio

DOI10.1016/J.STAMET.2010.01.001zbMATH Open1463.62047OpenAlexW1965738781MaRDI QIDQ716256FDOQ716256

Authors: Panayiotis Bobotas, Stavros Kourouklis 

Publication date: 27 April 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.01.001

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zbMATH Keywords

decision theoryshrinkage estimatorsimproved estimation of a scale parameterKubokawa's approachStrawderman's techniqueBrewster and Zidek's techniqueexpansion estimatorsimproved estimation of ratio of variancesStein's technique

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Testing Statistical Hypotheses
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• A unified approach to improving equivariant estimators
• A new class of minimax generalized Bayes estimators of a normal variance
• On the estimation of a variance ratio
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Double shrinkage estimation of ratio of scale parameters
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• Title not available (Why is that?)
• On the invariant estimation of a normal variance ratio
• Strawderman-type estimators for a scale parameter with application to the exponential distribution
• Risk behavior of variance estimators in multivariate normal distribution
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (17)

• Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
• Testing powers of the ratio of variances of two normal populations with a common mean
• On the estimation of a variance ratio
• The Bayes rule of the parameter in \((0,1)\) under the power-log loss function with an application to the beta-binomial model
• The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
• Some modifications of improved estimators of a normal variance
• Estimation of order restricted standard deviations of normal populations with a common mean
• Title not available (Why is that?)
• Estimation of a normal variance -- a critical review
• On the invariant estimation of a normal variance ratio
• The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function
• Three strings of inequalities among six Bayes estimators
• A new class of minimax generalized Bayes estimators of a normal variance
• The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function
• Title not available (Why is that?)
• General dominance properties of double shrinkage estimators for ratio of positive parameters
• Estimating the ratio of two scale parameters: a simple approach

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