Generalized Bayes minimax estimators of the variance of a multivariate normal distribution

DOI10.1007/s13171-023-00311-zOpenAlexW4366123115MaRDI QIDQ6167556

Saralees Nadarajah, Shokofeh Zinodiny

Publication date: 7 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-023-00311-z

zbMATH Keywords

unknown variancequadratic loss functiongeneralized Bayes estimators

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Cites Work

• Unnamed Item
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
• Minimax estimation of powers of the variance of a normal population under squared error loss
• A unified approach to improving equivariant estimators
• Improving on equivariant estimators
• A new class of minimax generalized Bayes estimators of a normal variance
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean

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