Abstract
The problem of estimating powers of the variance of a normal distribution is considered when loss is essentially squared error. A class of minimax estimators is found by extending the techniques of Stein. It is shown, at least for estimating the variance, that a subclass of the above consists of generalized Bayes estimators.
Citation
William E. Strawderman. "Minimax Estimation of Powers of the Variance of a Normal Population Under Squared Error Loss." Ann. Statist. 2 (1) 190 - 198, January, 1974. https://doi.org/10.1214/aos/1176342625
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