A class of shrinkage estimators for variance of a normal population
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Publication:732647
zbMATH Open1171.62314MaRDI QIDQ732647FDOQ732647
Housila P. Singh, Sharad Saxena
Publication date: 11 October 2009
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.redeabe.org.br/bjpspublishedpapers_volume17_1_pp041-056.pdf
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Cited In (10)
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- A family of shrinkage estimators for the square of mean in normal distribution
- A class of shrinkage estimators for the variance in two-parameter gamme distribution
- Estimating the variance of a normal population by utilizing the information in a sample from a second related normal population
- Estimation of standard deviation in normal parent by shrinkage towards an interval
- From Ordinary to Shrinkage Square-Root Estimators
- Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations
- Shrinkage estimators for shape parameter of Gompertz distribution
- A family of shrinkage estimators for Weibull shape parameter in censored sampling
- Linear shrinkage estimation of the variance of a distribution with unknown mean
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