Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
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Publication:2558079
DOI10.1214/AOS/1193342390zbMATH Open0254.62006OpenAlexW2006048741MaRDI QIDQ2558079FDOQ2558079
Authors: Pi-Erh Lin, Hui-Liang Tsai
Publication date: 1973
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1193342390
Cited In (25)
- Optimal shrinkage estimator for high-dimensional mean vector
- Improved prediction for a multivariate normal distribution with unknown mean and variance
- On admissible estimation of a mean vector when the scale is unknown
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
- Estimation of the mean vector in a singular multivariate normal distribution
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution
- Bayes minimax estimator of the mean vector in an elliptically contoured distribution
- Generalized james-stein estimatoes
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
- Minimax estimators in the normal MANOVA model
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown
- Recent advances in shrinkage-based high-dimensional inference
- Generalized Bayes estimators of a normal discriminant function
- Bayes minimax estimators of a multivariate normal mean
- On estimation of a matrix of normal means with unknown covariance matrix
- A family of minimax estimators of a multivariate normal mean
- An approach to improving the James-Stein estimator
- Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
- A new class of generalized Bayes minimax ridge regression estimators
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
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