Minimax estimation of a variance

DOI10.1007/BF01720586zbMath0804.62011OpenAlexW1965308824MaRDI QIDQ1336525

Lynn Kuo, Thomas S. Ferguson

Publication date: 3 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01720586

zbMATH Keywords

squared error lossmoment conditionsleast favorable distributionbinomial distributionslinear estimatorBernoulli distributionslinear function of the sample variance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (1)

Minimax estimation of the parameter of a negative binomial distribution

Cites Work

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• Inadmissibility of the empirical distribution function in continuous invariant problems
• The admissibility of the empirical distribution function
• Some admissible nonparametric and related finite population sampling estimators
• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Minimax estimation of a cumulative distribution function
• On the admissibility of the maximum-likelihood estimator of the binomial variance
• Some Problems in Minimax Point Estimation
• Geometry of moment spaces
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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