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January, 1974 Minimax Estimation of Powers of the Variance of a Normal Population Under Squared Error Loss
William E. Strawderman
Ann. Statist. 2(1): 190-198 (January, 1974). DOI: 10.1214/aos/1176342625

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.

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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

Information

Published: January, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0309.62018
MathSciNet: MR343442
Digital Object Identifier: 10.1214/aos/1176342625

Subjects:
Primary: 62F10
Secondary: 62C99

Keywords: generalized Bayes , Invariance , minimax , point estimation , variance

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 1 • January, 1974
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