Simultaneous estimation of means of classified normal observations

DOI10.1007/BF00050664zbMath0725.62009MaRDI QIDQ2277694

Toyoaki Akai

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorresidualBayes riskquadratic lossStein-type estimatorSimulation resultsone-way classificationsum of squared error lossgrand meanadaptive shrinkage estimatorclass meanSimultaneous estimation of normal means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• A formal bayes multiple shrinkage estimator