Lower bounds on Bayes risks for estimating a normal variance: With applications

DOI10.2307/3315367zbMath0845.62004OpenAlexW2078651685MaRDI QIDQ4859243

Anirban DasGupta, Brani Vidakovic

Publication date: 18 September 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315367

zbMATH Keywords

derivativesnormal distributionconvex hulllower boundsgamma distributionBayes riskvariance estimationBayes rulemarginal densityefficiency of linear rules

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Bayes estimators of heterogeneity variance and \(T\)-systems ⋮ A survey on some inequalities for expectation and variance

Cites Work

• Information inequalities for the Bayes risk
• Minimax risk over hyperrectangles, and implications
• Group decision analysis and its application to combining opinions
• The variational form of certain Bayes estimators
• Minimax estimation of a constrained Poisson vector
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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