Sequential estimation of the variance of a normal distribution

DOI10.1080/07474949508836343zbMath0841.62069OpenAlexW1577090415MaRDI QIDQ4865173

Jayalakshmi Natarajan, William E. Strawderman

Publication date: 13 February 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836343

zbMATH Keywords

variancenormal distributionsquared error lossminimaxityadmissibilityStein's estimatortwo stage estimators

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Two-stage sequential estimation of a multivariate normal mean under quadratic loss
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Two stage estimation of several poisson parameters
• Simultaneous Estimation of the Means of Independent Poisson Laws

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