Simultaneous estimation of \(p\) positive normal means with common unknown variance

DOI10.1016/j.spl.2016.10.012zbMath1463.62049OpenAlexW2533903413MaRDI QIDQ2520521

Yuan-Tsung Chang, William E. Strawderman

Publication date: 15 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.012

zbMATH Keywords

generalized BayesKatz estimatorBaranchik type estimatorsmultivariate shrinkage estimatorspositive normal means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15)

Related Items (4)

New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss ⋮ A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
• Some Inequalities on Mill's Ratio and Related Functions
• An Inequality for Mill's Ratio

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