A note on robustness of normal variance estimators under t-distributions

Communications in Statistics - Theory and Methods

Volumn 34, Issue 5, 2005, Pages 1117-1126

  Lin, Jyh Jiuan ^a   Pal, Nabendu ^b  

^a TAMKANG UNIVERSITY   (Taiwan)

^b UNIVERSITY OF LOUISIANA AT LAFAYETTE   (United States)

Author keywords

Risk functions; Scale equivariant estimators

Indexed keywords

DATA ACQUISITION; DEGREES OF FREEDOM (MECHANICS); ENTROPY; FUNCTIONS; MATHEMATICAL MODELS; RISK ASSESSMENT; ROBUSTNESS (CONTROL SYSTEMS);

QUADRATIC LOSS FUNCTION; RISK FUNCTIONS; SCALE EQUIVARIANT ESTIMATORS; UNIMODAL DISTRIBUTIONS;

NORMAL DISTRIBUTION;

EID: 20344372653     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200056812     Document Type: Article

References (5)

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2. Pal, N., Ling, C. H., Lin, J. J. (1998). Estimation of normal variance - a critical review. Statist. Pap. 39:389-404.
3. Rukhin, A. L. (1987). How much better are better estimators of a normal variance? J. Amer. Statist. Assoc. 82:925-928.
4. Shapiro, S. S., Wilk, M. B. (1965). An analysis of variance test for normality (complete samples). Biometrika 52(4):591-611.
5. Sutradhar, B. C. (1998). Encyclopedia of Statistical Sciences: Update. Vol. 2. New York: John Wiley & Sons Inc., pp. 440-448.