scientific article; zbMATH DE number 3945039

MaRDI QIDQ3716019zbMATH OpenFDO

Authors Yoshikazu Takada

Publication date 1984

zbMATH Keywords

meannormal distributionstopping timeJames-Stein estimatorinadmissibilityHelmert orthogonal transformation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12) Admissibility in statistical decision theory (62C15)

Recommendations

• Estimation with quadratic loss.
• Sequential shrinkage estimation of independent normal means with unkown variances
• Two-stage point estimation with a shrinkage stopping rule
• In Admissibility of Fixed-Sample Procedures in two Independent tests for Normal Means
• Two-stage sequential estimation of a multivariate normal mean under quadratic loss

Cited in

(5)

• Inadmissibility of the uncombined two-stage estimator when additional samples are available
• Two-stage point estimation with a shrinkage stopping rule
• In Admissibility of Fixed-Sample Procedures in two Independent tests for Normal Means
• Inadmissibility of the maximum likelihood estimator of the inverse Gaussian mean
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data

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