Combining coordinates in simultaneous estimation of normal means

DOI10.1016/0378-3758(83)90034-4zbMath0527.62036OpenAlexW1969246421MaRDI QIDQ595295

James O. Berger, Dey, Dipak K.

Publication date: 1983

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(83)90034-4

zbMATH Keywords

shrinkage estimatorBayes riskminimax estimatorcombining coordinates in Stein- type estimatorsflat priornormal priorrobust generalized Bayes estimatorsimultaneous estimation of normal means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

On combining Stein estimation problems: An adaptive rule under classical criteria ⋮ Group adaptive stein estimation of normal means ⋮ Multiple-shrinkage estimators of means in exponential families ⋮ An estimator for the means of mormal populations ⋮ Model averaging, asymptotic risk, and regressor groups ⋮ Simultaneous estimation of means of classified normal observations ⋮ Heuristic Procedures for Simultaneous Estimation of Several Normal Means

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