Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
DOI10.2307/3315452zbMATH Open0708.62045OpenAlexW2033054026MaRDI QIDQ3490782FDOQ3490782
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
Recommendations
- scientific article; zbMATH DE number 4036893
- scientific article; zbMATH DE number 3982298
- scientific article; zbMATH DE number 3936162
- Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
- NS conditions of admissibility for the linear estimator of normal mean with unknown variance
exponential familiesnecessary conditionlimits of Bayes estimatorsadmissibility of matricial shrinkage estimatorsmean of a multidimensional normal distribution
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
Cites Work
- Title not available (Why is that?)
- Estimation with quadratic loss.
- Title not available (Why is that?)
- On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Generalized Bayes estimators in multivariate problems
- A Necessary and Sufficient Condition for Admissibility
Cited In (3)
This page was built for publication: Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3490782)
