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

DOI10.1016/j.jmva.2004.09.004zbMath1074.62039OpenAlexW2010622967MaRDI 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

PTEBayesRisk analysisEmpirical BayesStein-estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

Estimation of order-restricted means of two normal populations under the LINEX loss function ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ Preliminary test and Stein estimations in simultaneous linear equations ⋮ Estimation of the location parameter under LINEX loss function: Multivariate case ⋮ A paradoxical argument about domination ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility

Cites Work

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• Shrinkage estimation in the two-way multivariate normal model
• SOME PROBLEMS INVOLVING LINEAR HYPOTHESES IN MULTIVARIATE ANALYSIS
• Empirical Bayes on vector observations: An extension of Stein's method
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution

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