Heuristic Procedures for Simultaneous Estimation of Several Normal Means

DOI10.1017/S0269964800000656MaRDI QIDQ3415873zbMATH OpenOpenAlexFDO

Authors Chi-Hyuck Jun

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800000656

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A natural identity for exponential families with applications in multiparameter estimation
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Combining coordinates in simultaneous estimation of normal means
• Estimation of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Limit expressions for the risk of james‐stein estimators
• Minimax estimation of location vectors for a wide class of densities
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Parametric Empirical Bayes Inference: Theory and Applications
• Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
• Some thoughts on empirical Bayes estimation
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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