Admissibility of Estimators of the Mean Vector of a Multivariate Normal Distribution with Quadratic Loss

DOI10.1214/aoms/1177693511zbMath0249.62013OpenAlexW2030592668MaRDI QIDQ5663208

William E. Strawderman, Arthur Cohen

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693511

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (11)

Uniform and subuniform posterior robustness: The sample size problem. (With discussion) ⋮ Admissibility and inadmissibility of estimators in the one-parameter exponential family ⋮ Multivariate control charts based on the James-Stein estimator ⋮ A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale ⋮ Stein's positive part estimator and Bayes estimator ⋮ Admissible and minimax multiparameter estimation in exponential families ⋮ Discussion of ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang ⋮ Admissibility and minimaxity of Bayes estimators for a normal mean matrix ⋮ Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean ⋮ A conversation with Arthur Cohen ⋮ Monitoring Change Points by a Sign Change Method

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