Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance

DOI10.2307/3314730zbMath0678.62018OpenAlexW2035998413MaRDI QIDQ3834857

Gina Bravo, K. Brenda MacGibbon

Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314730

zbMATH Keywords

unknown variancebalanced designscale mixturesmean estimationmixtures of normal distributionsJames-Stein estimatorsimproved shrinkage estimatorsminimax shrinkage estimators

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items

Improved estimators of a location vector with unknown scale parameter, James-stein estimation with constraints on the norm, Estimation of a scale parameter in mixture models with unknown location

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