A minimax property of translation invariant estimators for variance components
نویسندگان
چکیده
منابع مشابه
Minimax estimators of a normal variance
In the estimation problem of unknown variance of a multivariate normal distribution, a new class of minimax estimators is obtained. It is noted that a sequence of estimators in our class converges to the Stein’s truncated estimator.
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1979
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-16-3-445-458