Risk behavior of variance estimators in multivariate normal distribution
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- scientific article; zbMATH DE number 758459
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Cites work
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- scientific article; zbMATH DE number 3954071 (Why is no real title available?)
- scientific article; zbMATH DE number 4052799 (Why is no real title available?)
- scientific article; zbMATH DE number 3081880 (Why is no real title available?)
- 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
- Minimax estimation of powers of the variance of a normal population under squared error loss
- Selecting a minimax estimator of a multivariate normal mean
Cited in
(28)- Asymptotic variance estimation in multivariate distributions
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- Estimation of a normal variance -- a critical review
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- On the invariant estimation of a normal variance ratio
- A Bayesian analysis of record statistics from the Gompertz model
- Estimation of the entropy of a multivariate normal distribution
- Estimation of a scale parameter in mixture models with unknown location
- Empirical Bayes analysis of record statistics based on linex and quadratic loss functions
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Some modifications of improved estimators of a normal variance
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- Estimation of scale parameter under entropy loss function
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Optimal rules and robust Bayes estimation of a gamma scale parameter
- Empirical Bayes Inference for Generalized Exponential Distribution Based on Records
- Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
- The exact distribution and density functions of the stein-type estimator for normal variance
- On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
- The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
- Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
- scientific article; zbMATH DE number 758459 (Why is no real title available?)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution
- A study of the effect of loss functions on the Bayes estimates of dynamic cumulative residual entropy for Pareto distribution under upper record values
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
- Alternative estimators for the variance of several normal populations
- On the estimation of a normal precision and a normal variance ratio
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