Estimation of a parameter vector restricted to a cone

DOI10.1016/S0167-7152(01)00144-4zbMath0994.62054WikidataQ127813359 ScholiaQ127813359MaRDI QIDQ1612978

William E. Strawderman, Idir Ouassou

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

minimaxityrestricted parameter spacesStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Related Items

Simultaneous estimation of restricted means via the Gauss divergence theorem ⋮ Shrinkage estimation for convex polyhedral cones ⋮ Simultaneous estimation of restricted location parameters based on permutation and sign-change ⋮ Estimation of a parameter vector when some components are restricted ⋮ A note on classical Stein-type estimators in elliptically contoured models ⋮ Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions ⋮ A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage

Cites Work

• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• Shrinkage estimators under spherical symmetry for the general linear model
• Estimation of a parameter vector when some components are restricted
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• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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