Multiple-shrinkage estimators of means in exponential families

DOI10.2307/3315415MaRDI QIDQ3200385zbMATH OpenOpenAlexFDO

Authors Fanny Ki, Kam-Wah Tsui

Publication date 1990

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315415

zbMATH Keywords

simulationrisk reductionscombined shrinkage estimatordata-weighted averagesmuliple-shrinkage estimatorsmultivariate- normal mean estimationseparate shrinkage estimatorsimultaneous estimation of the means of several one-parameter exponential families

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Compound decision problems in statistical decision theory (62C25) Admissibility in statistical decision theory (62C15)

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Cites work

• A natural identity for exponential families with applications in multiparameter estimation
• Combining Minimax Shrinkage Estimators
• Combining coordinates in simultaneous estimation of normal means
• Estimation of the mean of a multivariate normal distribution
• Minimax multiple shrinkage estimation
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The superharmonic condition for simultaneous estimation of means in exponential familles

Cited in

(7)

• scientific article; zbMATH DE number 1843492 (Why is no real title available?)
• Modified shrinkage estimates in the exponential family case
• Minimax multiple shrinkage estimation
• The superharmonic condition for simultaneous estimation of means in exponential familles
• Combining Minimax Shrinkage Estimators
• Trimmed estimates in simultaneous estimation of parameters in exponential families
• Properties of preliminary test estimators and shrinkage estimators for evaluating multiple exposures -- application to questionnaire data from the `Study of nevi in children'

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