Comparison of normal variance estimators under multiple criteria and towards a compromise estimator

DOI10.1080/00949650410001729490zbMath1072.62001OpenAlexW1971616878MaRDI QIDQ5697318

Nabendu Pal, Jyh-Jiuan Lin

Publication date: 17 October 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650410001729490

zbMATH Keywords

tablesaffine equivariancerisk function\(\chi ^{2}\) distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Admissibility in statistical decision theory (62C15)

Cites Work

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Risk behavior of variance estimators in multivariate normal distribution
• Nonnegative estimation of variance components in unbalanced mixed models with two variance components
• Estimation of a normal variance -- a critical review
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Median Unbiasedness and Pitman Closeness
• The pitman nearness criterion and its determination
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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