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February, 1990 Developments in Decision-Theoretic Variance Estimation
Jon M. Maatta, George Casella
Statist. Sci. 5(1): 90-101 (February, 1990). DOI: 10.1214/ss/1177012263

Abstract

This article traces the history of the problem of estimating the variance, $\sigma^2$, based on a random sample from a normal distribution with mean $\mu$ unknown. Considered are both the point estimation and confidence interval cases. We see that improvement over both usual estimators follows a remarkably parallel development and stemmed from the innovative ideas presented in Stein (1964). We examine developments through the most recent dealing with improved confidence intervals and conditional evaluations of interval estimators.

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Jon M. Maatta. George Casella. "Developments in Decision-Theoretic Variance Estimation." Statist. Sci. 5 (1) 90 - 101, February, 1990. https://doi.org/10.1214/ss/1177012263

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Published: February, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0955.62529
MathSciNet: MR1054858
Digital Object Identifier: 10.1214/ss/1177012263

Rights: Copyright © 1990 Institute of Mathematical Statistics

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Vol.5 • No. 1 • February, 1990
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