Minimax estimators of a normal variance |
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| Authors: | Yuzo Maruyama |
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| Affiliation: | (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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| 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. Received: March 1998 |
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| Keywords: | : Minimax variance estimation Stein's estimator |
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