A note on minimum risk point estimation of the variance of a normal population

DOI10.1080/03610929308831150zbMath0785.62084OpenAlexW2021581333MaRDI QIDQ4275827

Chikara Uno, Eiichi Isogai

Publication date: 31 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831150

zbMATH Keywords

Monte Carlouniform integrabilityasymptotic expansionsvariancenormal distributionasymptotically unbiased estimatorsecond order expansionssquared error plus linear cost loss

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (1)

Sequential estimation of the variance of an unknown distribution

Cites Work

• Unnamed Item
• Second order approximations for sequential point and interval estimation
• Further Remarks on Sequential Estimation: The Exponential Case

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