Selecting a minimax estimator doing well at a point

DOI10.1016/0047-259X(86)90091-6zbMATH Open0604.62044MaRDI QIDQ1083151FDOQ1083151

Authors Zukang Zheng

Publication date 1986

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

zbMATH Keywords

minimax estimatorStein estimatordominating estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• Empirical Bayes on vector observations: An extension of Stein's method
• On estimation of matrix of normal mean

Cited in

(6)

• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• scientific article; zbMATH DE number 4100432 (Why is no real title available?)
• On estimation of matrix of normal mean
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix

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