Some modifications of improved estimators of a normal variance
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Cites work
- A unified approach to improving equivariant estimators
- Alternative estimators for the variance of several normal populations
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Estimating a Quantile of an Exponential Distribution
- Estimation of a covariance matrix under Stein's loss
- Families of minimax estimators of the mean of a multivariate normal distribution
- Improved estimation of the disturbance variance in a linear regression model
- 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
- Risk behavior of variance estimators in multivariate normal distribution
- Statistical decision theory and Bayesian analysis. 2nd ed
Cited in
(12)- Estimation of a normal variance -- a critical review
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Estimation of the smallest normal variance with applications to variance components models
- On a class of improved estimators of variance and estimation under order restriction
- General dominance properties of double shrinkage estimators for ratio of positive parameters
- Estimating the ratio of two scale parameters: a simple approach
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays
- Variance reducing modifications for estimators of standardized moments of random sets
- Comparison of normal variance estimators under multiple criteria and towards a compromise estimator
- Point and interval estimation of powers of scale parameters for two normal populations with a common mean
- Estimation of error variance in ANOVA model and order restricted scale parameters
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