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Some modifications of improved estimators of a normal variance - MaRDI portal

Some modifications of improved estimators of a normal variance (Q1901676)

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scientific article; zbMATH DE number 813945
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English
Some modifications of improved estimators of a normal variance
scientific article; zbMATH DE number 813945

    Statements

    Some modifications of improved estimators of a normal variance (English)
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    8 November 1995
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    Stein estimator
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    uniform risk improvement
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    normal variance
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    improving equivariant shrinkage estimators
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    quadratic loss
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    entropy loss
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    Monte Carlo
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