Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance

DOI10.2307/3314730zbMath0678.62018MaRDI QIDQ3834857

Gina Bravo, K. Brenda MacGibbon

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3314730

zbMATH Keywords

unknown variance; balanced design; scale mixtures; mean estimation; mixtures of normal distributions; James-Stein estimators; improved shrinkage estimators; minimax shrinkage estimators

Mathematics Subject Classification ID

62F10: Point estimation

62C20: Minimax procedures in statistical decision theory

Related Items

James-stein estimation with constraints on the norm, Estimation of a scale parameter in mixture models with unknown location, Improved estimators of a location vector with unknown scale parameter

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