Estimation of a parameter vector when some components are restricted
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Publication:1400140
DOI10.1016/S0047-259X(02)00045-3zbMath1021.62043MaRDI QIDQ1400140
Idir Ouassou, William E. Strawderman, Dominique Fourdrinier
Publication date: 13 August 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Robustness; James-Stein estimation; Spherical symmetry; Location parameter; Minimaxity; Quadratic loss
62H12: Estimation in multivariate analysis
62F10: Point estimation
62F30: Parametric inference under constraints
62C20: Minimax procedures in statistical decision theory
Related Items
Simultaneous estimation of restricted means via the Gauss divergence theorem, Quadratic loss estimation when certain components of the location parameter are positive, A unified and generalized set of shrinkage bounds on minimax Stein estimates, Estimation of a parameter vector restricted to a cone, Simultaneous estimation of restricted location parameters based on permutation and sign-change, Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss, A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage, Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions, Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm
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