Minimax estimation of location parameters for certain spherically symmetric distributions
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Publication:1844521
DOI10.1016/0047-259X(74)90032-3zbMATH Open0283.62036MaRDI QIDQ1844521FDOQ1844521
Authors: William E. Strawderman
Publication date: 1974
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Point estimation (62F10) Multivariate analysis (62H99) Bayesian problems; characterization of Bayes procedures (62C10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation with quadratic loss.
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- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
Cited In (33)
- Schur\(^2\)-concavity properties of Gaussian measures, with applications to hypotheses testing
- On predictive density estimation for location families under integrated squared error loss
- Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
- Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
- On combining unbiased and possibly biased correlated estimators
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Minimax estimation of means of multivariate normal mixtures
- Improved estimation for the parameters of an inverse gaussian distribution
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- On minimax shrinkage estimation with variable selection
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
- ϵ-Admissible Estimators for Normal and Poisson Means
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
- Bayes prediction in the linear model with spherically symmetric errors
- Bayes estimates as expanders in one and two dimensions
- A unified and generalized set of shrinkage bounds on minimax Stein estimates
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
- Stein estimation for spherically symmetric distributions: recent developments
- Admissible and minimax multiparameter estimation in exponential families
- James-stein estimation with constraints on the norm
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Improved estimators of a location vector with unknown scale parameter
- On shrinkage estimation for balanced loss functions
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
- On estimation with balanced loss functions
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
- On improved shrinkage estimators for concave loss
- Minimax estimation for certain independent component districutions under welghted squared error loss
- Stein estimation under elliptical distributions
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
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