Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
From MaRDI portal
Publication:1330206
DOI10.1016/0378-3758(94)90111-2zbMath0807.62046OpenAlexW1967443489MaRDI QIDQ1330206
Publication date: 1 March 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)90111-2
multivariate normal populationsestimating the common mean vectormutually independent p-dimensional random vectorsStein-type shrinkage estimatorsuniform dominationusual estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical decision theory (62C99)
Cites Work
- Unnamed Item
- Two inequalities with an application
- Simultaneous estimation of location parameters under quadratic loss
- Statistical decision theory and Bayesian analysis. 2nd ed
- On estimating a common multivariate normal mean vector
- Estimation of a common mean and recovery of interblock information
- Estimation of the mean of a multivariate normal distribution
- Estimating the common mean of two multivariate normal distributions
- On a shrinkage estimator of a normal common mean vector
- Estimation of a common multivariate normal mean vector
- On estimating the common mean of two normal distributions
- Point and confidence estimation of a common mean and recovery of interblock information
- Families of minimax estimators of the mean of a multivariate normal distribution
- Estimating the common mean of several normal populations
- Minimax estimators for a multinormal precision matrix
- Estimation of common coefficients in two regression equations
- Stein estimation: The spherically symmetric case
- Minimax estimation of common coefficients of several regression models under quadratic loss
- Some improved estimators in the case of possible heteroscedasticity
- Shrinkage domination in a multivariate common mean problem
- Estimation of location parameters from two linear models under normality
- A note on estimating the common mean of k normal distributions and the stein problem
- Combining Unbiased Estimators
