Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis

DOI10.1016/j.jmva.2004.09.004zbMath1074.62039MaRDI QIDQ2571809

A. K. Md. Ehsanes Saleh, Muni S. Srivastava

Publication date: 14 November 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.09.004

zbMATH Keywords

PTE; Bayes; Risk analysis; Empirical Bayes; Stein-estimation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

Preliminary test and Stein estimations in simultaneous linear equations, Estimation of the location parameter under LINEX loss function: Multivariate case

Cites Work

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