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)

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zbMATH Keywords

minimax estimatorStein estimatordominating estimator

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Empirical Bayes on vector observations: An extension of Stein's method
• Title not available (Why is that?)
• On estimation of matrix of normal mean

Cited In (6)

• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function
• On estimation of matrix of normal mean
• Title not available (Why is that?)

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