A Note on Robustness of Normal Variance Estimators Undert-Distributions

DOI10.1081/STA-200056812zbMath1073.62019OpenAlexW2056685555MaRDI QIDQ4681069

Jyh-Jiuan Lin, Nabendu Pal

Publication date: 14 June 2005

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

Full work available at URL: https://doi.org/10.1081/sta-200056812

zbMATH Keywords

risk functionsscale equivariant estimators

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99)

Related Items (2)

Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM ⋮ A note on parameter estimation under a \(t\)-model

Cites Work

• Estimation of a normal variance -- a critical review

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