Estimation of the variance and its applications

DOI10.1016/0378-3758(93)90020-7zbMath0772.62015OpenAlexW2014494284MaRDI QIDQ2366574

Yanyan Li

Publication date: 30 August 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90020-7

zbMATH Keywords

simulation resultsanalysis of varianceshrinkagebalanced incomplete block designsefficiency comparisonsimultaneous estimationmultivariate normal meanvariance of a normal distributionunknown meanbest affine equivariant estimatorstruncated estimatorsrelative risk improvement

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (4)

Estimation of error variance in ANOVA model and order restricted scale parameters ⋮ Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation ⋮ Stein estimation -- a review ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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• Minimax multiple shrinkage estimation
• Improved estimation of the disturbance variance in a linear regression model
• On improved estimators of the generalized variance
• 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
• Combining Minimax Shrinkage Estimators
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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