Multiple-shrinkage estimators of means in exponential families
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Publication:3200385
DOI10.2307/3315415zbMath0714.62021MaRDI QIDQ3200385
Publication date: 1990
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315415
simulation; risk reductions; combined shrinkage estimator; data-weighted averages; muliple-shrinkage estimators; multivariate- normal mean estimation; separate shrinkage estimator; simultaneous estimation of the means of several one-parameter exponential families
62H12: Estimation in multivariate analysis
62F10: Point estimation
62C15: Admissibility in statistical decision theory
62C25: Compound decision problems in statistical decision theory
Cites Work
- Combining coordinates in simultaneous estimation of normal means
- Minimax multiple shrinkage estimation
- Estimation of the mean of a multivariate normal distribution
- A natural identity for exponential families with applications in multiparameter estimation
- Combining Minimax Shrinkage Estimators
- The superharmonic condition for simultaneous estimation of means in exponential familles
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach