Simultaneous estimation of means of classified normal observations

DOI10.1007/BF00050664MaRDI QIDQ2277694zbMATH OpenFDO

Authors Toyoaki Akai

Publication date 1989

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

Full work available at URL https://doi.org/10.1007/BF00050664

zbMATH Keywords

adaptive shrinkage estimatorBayes estimatorBayes riskclass meangrand meanone-way classificationquadratic lossresidualSimulation resultsSimultaneous estimation of normal meansStein-type estimatorsum of squared error loss

Mathematics Subject Classification ID

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

Recommendations

• A class of multiple shrinkage estimators
• Bayesian simultaneous estimation for means in \(k\)-sample problems
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Combining Minimax Shrinkage Estimators
• Estimations in the normal regression empirical bayes model

Cites work

• A formal bayes multiple shrinkage estimator
• Combining coordinates in simultaneous estimation of normal means
• Combining Minimax Shrinkage Estimators
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3441460 (Why is no real title available?)
• scientific article; zbMATH DE number 3251903 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• Minimax multiple shrinkage estimation
• Selecting a minimax estimator of a multivariate normal mean

Cited in

(1)

• Heuristic Procedures for Simultaneous Estimation of Several Normal Means

This page was built for publication: Simultaneous estimation of means of classified normal observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277694)