Variance estimation with diffuse prior information

DOI10.1016/S0167-7152(96)00107-1MaRDI QIDQ1380561zbMATH OpenOpenAlexWikidataFDO

Authors Barry C. Arnold, José A. Villaseñor

Publication date 8 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00107-1

zbMATH Keywords

admissible estimatesconjugate priors

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15)

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• Bayesian variance estimation in the Gaussian sequence model with partial information on the means
• Small-sample inference about variance and its transformations

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