Multiple-shrinkage estimators of means in exponential families

DOI10.2307/3315415zbMATH Open0714.62021OpenAlexW2122507222MaRDI QIDQ3200385FDOQ3200385

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

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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)

Cites Work

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

Cited In (7)

• Title not available (Why is that?)
• 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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