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Metrika

, Volume 48, Issue 3, pp 209–214 | Cite as

Minimax estimators of a normal variance

  • Yuzo Maruyama

Abstract.

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.

Key words: Minimax variance estimation Stein's estimator 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Yuzo Maruyama
    • 1
  1. 1.Graduate School of Mathematics, Kyushu University, 6-10-1 Hakozaki, Higashi-ku, Fukuoka 812-8581, Japan (e-mail: maruyama@math.kyushu-u.ac.jp)JP

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