Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
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Publication:3834857
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
unknown variancebalanced designscale mixturesmean estimationmixtures of normal distributionsJames-Stein estimatorsimproved shrinkage estimatorsminimax shrinkage estimators
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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