A family of admissible minimax estimators of the mean of a multivariate normal distribution
From MaRDI portal
Publication:2560009
DOI10.1214/aos/1176342417zbMath0259.62007OpenAlexW1976458575MaRDI QIDQ2560009
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/1176342417
Related Items (31)
Estimation of a parameter vector restricted to a cone ⋮ Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions ⋮ Estimation of the mean of a spherically symmetric distribution with constraints on the norm ⋮ Generalized james-stein estimatoes ⋮ A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ SHRINKAGE EFFICIENCY BOUNDS ⋮ Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases ⋮ The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function ⋮ Robust shrinkage estimators of the location parameter for elliptically symmetric distributions ⋮ A unified and broadened class of admissible minimax estimators of a multivariate normal mean ⋮ The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators ⋮ Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss ⋮ Admissible and minimax multiparameter estimation in exponential families ⋮ Stein's idea and minimax admissible estimation of a multivariate normal mean ⋮ A family of admissible minimax estimators of the mean of a multivariate, normal distribution ⋮ Bayes minimax estimators of a multivariate normal mean ⋮ A pre-test like estimator dominating the least-squares method ⋮ Minimax estimator of regression coefficient in normal distribution under balanced loss function ⋮ Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations ⋮ Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance ⋮ Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix ⋮ Minimax estimation of a multivariate normal mean under arbitrary quadratic loss ⋮ Minimax estimation of a multivariate normal mean under polynomial loss ⋮ On the construction of Bayes minimax estimators ⋮ Shriknage estimators with general quadratic loss and differentiable or paratially differentiable shrinkage function ⋮ Stein estimation -- a review ⋮ An extended class of minimax generalized Bayes estimators of regression coefficients ⋮ A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage ⋮ Minimax estimation of location parameters for certain spherically symmetric distributions ⋮ A class of modified Stein estimators with easily computable risk functions ⋮ A family of minimax estimators of a multivariate normal mean
This page was built for publication: A family of admissible minimax estimators of the mean of a multivariate normal distribution