Minimax estimation of powers of the variance of a normal population under squared error loss
From MaRDI portal
Publication:1219123
DOI10.1214/aos/1176342625zbMath0309.62018OpenAlexW2068900678MaRDI QIDQ1219123
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342625
Related Items (40)
Quadratic estimators of quadratic functions of normal parameters ⋮ Improved estimators for functions of scale parameters in mixture models ⋮ Shrinkage confidence procedures ⋮ Improved estimation in lognormal regression models ⋮ 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 ⋮ Strawderman-type estimators for a scale parameter with application to the exponential distribution ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ On the estimation of a variance ratio ⋮ Linear shrinkage estimation of the variance of a distribution with unknown mean ⋮ Estimation of the smallest scale parameter of two-parameter exponential distributions ⋮ Improved estimation of the disturbance variance in a linear regression model ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ A note on universal admissibility of scale parameter estimators ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Generalized Bayes estimators with closed forms for the normal mean and covariance matrices ⋮ Predictive density estimation under the Wasserstein loss ⋮ Point and interval estimation of powers of scale parameters for two normal populations with a common mean ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Generalized Bayes minimax estimators of the variance of a multivariate normal distribution ⋮ Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Risk behavior of variance estimators in multivariate normal distribution ⋮ Stein-type improved estimation of standard error under asymmetric LINEX loss function ⋮ Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation ⋮ New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution ⋮ Estimation of a scale parameter in mixture models with unknown location ⋮ On the estimation of a normal precision and a normal variance ratio ⋮ A new class of minimax generalized Bayes estimators of a normal variance ⋮ A class of minimax estimators of the scale parameter of the uniform distribution ⋮ Estimation of the variance in a normal population after the one-sided pre-test for the mean ⋮ Nonnegative estimation of variance components in unbalanced mixed models with two variance components ⋮ Estimating the covariance matrix and the generalized variance under a symmetric loss ⋮ Estimation of a normal variance -- a critical review ⋮ Improved estimation of the generalized precision under the entropy loss ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ On improved interval estimation for the generalized variance ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review ⋮ A New Estimator of the Variance Based on Minimizing Mean Squared Error
This page was built for publication: Minimax estimation of powers of the variance of a normal population under squared error loss