On a shrinkage estimator of a normal common mean vector
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Publication:1190561
DOI10.1016/0047-259X(92)90093-UzbMath0743.62042MaRDI QIDQ1190561
Publication date: 26 September 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Poisson distribution; shrinkage estimator; squared error loss; domination; independent normal vectors
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Unbiased equivariant estimation of a common normal mean vector with one observation from each population, Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
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