𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Minimax estimation of a variance

✍ Scribed by Thomas S. Ferguson; Lynn Kuo


Publisher
Springer Japan
Year
1994
Tongue
English
Weight
733 KB
Volume
46
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Minimax variance estimation of a correla
✍ Georgy L. Shevlyakov; Nikita O. Vilchevski πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 115 KB

A minimax variance (in the Huber sense) estimator of a correlation coe cient for -contaminated bivariate normal distributions is given by the trimmed correlation coe cient. Consistency and asymptotic normality of this estimator are established, and the explicit expression for its asymptotic variance

Other Classes of Minimax Estimators of V
✍ Hisayuki Hara πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 132 KB

It is well known that the best equivariant estimator of the variance covariance matrix of the multivariate normal distribution with respect to the full affine group of transformation is not even minimax. Some minimax estimators have been proposed. Here we treat this problem in the framework of a mul

Minimaxity of Pitman estimators
✍ Hartmut Milbrodt πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 460 KB