Linear shrinkage estimation of the variance of a distribution with unknown mean

DOI10.1080/03610926.2019.1657457OpenAlexW2970678006MaRDI QIDQ5078505

Ryumei Nakada, Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1657457

zbMATH Keywords

variancekurtosislinear regression modelrisk functionquadratic loss functionlinear shrinkage estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Some thoughts on empirical Bayes estimation
• Minimax estimation of powers of the variance of a normal population under squared error loss
• A unified approach to improving equivariant estimators
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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