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Volumn 39, Issue 4, 1998, Pages 389-404

Estimation of a normal variance - A critical review

Author keywords

Affine equivariance; Loss function; Minimax estimator; Risk function

Indexed keywords


EID: 0542445417     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02927101     Document Type: Review
Times cited : (11)

References (18)
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  • 3
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  • 4
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    • (1986) Lecture Notes-Monograph Series , vol.9
    • Brown, L.D.1
  • 6
    • 38249008719 scopus 로고
    • A sequence of improvements over the James-Stein estimator
    • Guo, Y. Y. and Pal, N. (1992). A sequence of improvements over the James-Stein estimator. Journal of Multivariate Analysis, 42, No. 2, 302-317.
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    • Guo, Y.Y.1    Pal, N.2
  • 7
    • 21344495008 scopus 로고
    • A unified approach to improving equivariant estimators
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    • Kubokawa, T.1
  • 8
    • 0347210954 scopus 로고
    • Ph.D. dissertation, University of Southwestern Louisiana, Lafayette, Louisiana, USA
    • Ling, C. (1995). Some results on normal scale parameter estimation. Ph.D. dissertation, University of Southwestern Louisiana, Lafayette, Louisiana, USA.
    • (1995) Some Results on Normal Scale Parameter Estimation
    • Ling, C.1
  • 9
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    • Developments in decision-theoretic variance estimation
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    • Maatta, J.M.1    Casella, G.2
  • 10
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • Neyman, J. and Scott, E. (1948). Consistent estimates based on partially consistent observations. Econometrica, 16, 1-32.
    • (1948) Econometrica , vol.16 , pp. 1-32
    • Neyman, J.1    Scott, E.2
  • 11
    • 0542413151 scopus 로고
    • Improved estimation of powers of the variance of a multivariate normal distribution under entropy loss function
    • Pal, N. and Ling, C. (1995). Improved estimation of powers of the variance of a multivariate normal distribution under entropy loss function. Statistics & Probability Letters, 24, 205-211.
    • (1995) Statistics & Probability Letters , vol.24 , pp. 205-211
    • Pal, N.1    Ling, C.2
  • 12
    • 0345949515 scopus 로고    scopus 로고
    • Estimation of a normal scale parameter under a balanced loss function
    • Pal, N. and Ling, C. (1996). Estimation of a normal scale parameter under a balanced loss function. Journal of the Indian Statistical Association, 34, 21-38.
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    • Pal, N.1    Ling, C.2
  • 14
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    • How much better are better estimators of a normal variance?
    • Rukhin, A. L. (1987). How much better are better estimators of a normal variance? Journal of the American Statistical Association, 82, 925-928.
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    • Rukhin, A.L.1
  • 15
    • 38249014897 scopus 로고
    • Risk behavior of variance estimators in multivariate normal distribution
    • Rukhin, A. L. and Ananda, M. M. A. (1992). Risk behavior of variance estimators in multivariate normal distribution. Statistics & Probability Letters, 13, 159-166.
    • (1992) Statistics & Probability Letters , vol.13 , pp. 159-166
    • Rukhin, A.L.1    Ananda, M.M.A.2
  • 17
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    • Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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  • 18
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    • Minimax estimation of powers of the variance of a normal population under squared error loss
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    • Strawderman, W.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.