Risk behavior of variance estimators in multivariate normal distribution
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 758459
- Estimation in multivariate nonnormal distributions with stochastic variance function
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
- Asymptotic variance estimation in multivariate distributions
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
Cites work
- 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?)
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Improving on equivariant estimators
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- 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)- A study of the effect of loss functions on the Bayes estimates of dynamic cumulative residual entropy for Pareto distribution under upper record values
- On the estimation of a normal precision and a normal variance ratio
- Estimation of scale parameter under entropy loss function
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- Alternative estimators for the variance of several normal populations
- Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- scientific article; zbMATH DE number 758459 (Why is no real title available?)
- Some modifications of improved estimators of a normal variance
- Asymptotic variance estimation in multivariate distributions
- Estimation of a normal variance -- a critical review
- On the invariant estimation of a normal variance ratio
- Bayes and stein estimation under asymmetric loss functions:a numerical risk comparison
- The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- The exact distribution and density functions of the stein-type estimator for normal variance
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
- Estimation of the entropy of a multivariate normal distribution
- On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
- A Bayesian analysis of record statistics from the Gompertz model
- Empirical Bayes Inference for Generalized Exponential Distribution Based on Records
- Empirical Bayes analysis of record statistics based on linex and quadratic loss functions
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution
- Optimal rules and robust Bayes estimation of a gamma scale parameter
- Estimation of a scale parameter in mixture models with unknown location
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
This page was built for publication: Risk behavior of variance estimators in multivariate normal distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1186044)
