The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function

DOI10.1080/03610926.2022.2076123OpenAlexW4281646380MaRDI QIDQ6082448

Yuanyu Zhang, Ji Sun, Ya Sun, Ying-Ying Zhang, Zeyu Wang

Publication date: 29 November 2023

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

Full work available at URL: https://figshare.com/articles/journal_contribution/The_empirical_Bayes_estimators_of_the_variance_parameter_of_the_normal_distribution_with_a_conjugate_inverse_gamma_prior_under_Stein_s_loss_function/19915037

zbMATH Keywords

moment methodmaximum likelihood estimation (MLE) methodempirical Bayes estimatorsnon standardized student-t distributionnormal distribution with a conjugate inverse gamma prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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