Some modifications of improved estimators of a normal variance

DOI10.1007/BF00773463zbMath0833.62022MaRDI QIDQ1901676

Nobuo Shinozaki

Publication date: 8 November 1995

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

zbMATH Keywords

Monte Carloentropy lossquadratic lossStein estimatornormal varianceimproving equivariant shrinkage estimatorsuniform risk improvement

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (8)

Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Estimation of error variance in ANOVA model and order restricted scale parameters ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ 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 ⋮ On a class of improved estimators of variance and estimation under order restriction ⋮ Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays

Cites Work

• Alternative estimators for the variance of several normal populations
• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation of a covariance matrix under Stein's loss
• Improved estimation of the disturbance variance in a linear regression model
• Risk behavior of variance estimators in multivariate normal distribution
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Families of minimax estimators of the mean of a multivariate normal distribution
• A unified approach to improving equivariant estimators
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimating a Quantile of an Exponential Distribution
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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