Estimation of a mean vector in a two-sample problem

DOI10.1006/JMVA.1993.1060MaRDI QIDQ689347zbMATH OpenOpenAlexFDO

Authors François Perron

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1060

zbMATH Keywords

James-Stein estimatorindependent variablesshrinkage estimatorpreliminary test estimatorminimax estimatorsempirical Bayes estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20)

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Cited in

(4)

• Bayesian simultaneous estimation for means in \(k\)-sample problems
• Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
• On the minimaxiy of the maximum likelihood estimator in a multivariate problem
• Shrinkage estimation of a mean vector in a two-sample problem

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