Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal

DOI10.2307/3315452MaRDI QIDQ3490782zbMATH OpenOpenAlexFDO

Authors

Publication date 1990

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

Full work available at URL https://doi.org/10.2307/3315452

zbMATH Keywords

exponential familiesnecessary conditionlimits of Bayes estimatorsadmissibility of matricial shrinkage estimatorsmean of a multidimensional normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• A Necessary and Sufficient Condition for Admissibility
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Estimation with quadratic loss.
• Generalized Bayes estimators in multivariate problems
• On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used

Cited in

(3)

• A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
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• Construction of improved estimators in multiparameter estimation for continuous exponential families

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