Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution

DOI10.1007/s11425-015-5098-xzbMath1342.62095OpenAlexW2334075417MaRDI QIDQ2628923

Min Yuan, ChongLi Wan, Lai-Sheng Wei

Publication date: 19 July 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-015-5098-x

zbMATH Keywords

mean square errormultivariate normal distributionmean vectorMVUEPEBERJSE

Mathematics Subject Classification ID

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

Related Items (2)

Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra ⋮ A paradoxical argument about domination

Cites Work

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