Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances (Q4275816): Difference between revisions
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Revision as of 16:04, 5 March 2024
scientific article; zbMATH DE number 487297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances |
scientific article; zbMATH DE number 487297 |
Statements
Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances (English)
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31 January 1994
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Stein estimator
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squared error loss function
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uniform improvement
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weighted sum of squared error loss
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maximum likelihood approach
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simultaneous estimation of normal means
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empirical Bayes estimators
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common prior
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Monte Carlo simulation results
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risk behavior
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