Stein's idea and minimax admissible estimation of a multivariate normal mean
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Recommendations
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Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 3557007 (Why is no real title available?)
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- An approach to improving the James-Stein estimator
- Estimation with quadratic loss.
- Families of minimax estimators of the mean of a multivariate normal distribution
- Improving on the James-Stein positive-part estimator
- Minimax Bayes estimators of a multivariate normal mean
- On the construction of Bayes minimax estimators
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Tail minimaxity in location vector problems and its applications
- What is the Laplace Transform?
Cited in
(28)- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
- Minimax shrinkage estimators and estimators dominating the James-Stein estimator under the balanced loss function
- Characterization of Priors in the Stein Problem
- An extended class of minimax generalized Bayes estimators of regression coefficients
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- Integral inequality for minimaxity in the Stein problem
- A constructive manifestation of the Kleene-Kreisel continuous functionals
- A note on the comparison of the Stein estimator and the James-Stein estimator
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
- Bayesian optimality and intervals for Stein-type estimates
- Admissible estimators of a multivariate normal mean vector when the scale is unknown
- scientific article; zbMATH DE number 3992615 (Why is no real title available?)
- Necessary conditions for dominating the James-Stein estimator
- The inadmissibility of the Stein estimator in normal multiple regression equations
- Estimation with quadratic loss.
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
- On two-stage james-stein sstimators
- Shrinkage efficiency bounds
- An admissibility result on estimation of a multivariate normal mean vector
- James-stein estimation with constraints on the norm
- On Bayes and unbiased estimators of loss
- An estimator for the means of mormal populations
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution
- Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
- Selecting a minimax estimator doing well at a point
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
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