Estimation of a parameter vector restricted to a cone

DOI10.1016/S0167-7152(01)00144-4MaRDI QIDQ1612978zbMATH OpenWikidataFDO

Authors Idir Ouassou, William E. Strawderman

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(01)00144-4

zbMATH Keywords

minimaxityrestricted parameter spacesStein estimation

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• Estimation of a parameter vector when some components are restricted
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• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 854963 (Why is no real title available?)
• scientific article; zbMATH DE number 3323651 (Why is no real title available?)
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Shrinkage estimators under spherical symmetry for the general linear model
• Stein estimation: The spherically symmetric case

Cited in

(19)

• A good property of the maximum likelihood estimator in a restricted normal model
• Estimation of a parameter vector when some components are restricted
• Concentration probabilities for restricted and unrestricted MLEs
• Bootstrap adjusted estimators in a restricted setting
• Simultaneous estimation of restricted location parameters based on permutation and sign-change
• A note on classical Stein-type estimators in elliptically contoured models
• A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Parameter estimation techniques: a tutorial with application to conic fitting
• Simultaneous estimation of restricted means via the Gauss divergence theorem
• An endpoint estimate for the cone multiplier
• scientific article; zbMATH DE number 63440 (Why is no real title available?)
• Parameter Estimation under Orthant Restrictions
• Maximum Likelihood Estimation for Nets of Conics
• Modifying estimators of ordered positive parameters under the Stein loss
• Shrinkage estimators improving for a wide class of restricted subsets
• Shrinkage estimation of restricted mean vector under balanced loss with application in wavelet denoising
• Shrinkage estimation for convex polyhedral cones

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