Minimax Estimation of Powers of the Variance of a Normal Population Under Squared Error Loss
Open Access
- 1 January 1974
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 2 (1) , 190-198
- https://doi.org/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.Keywords
This publication has 0 references indexed in Scilit: