Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function

DOI10.2307/2287190zbMATH Open0448.62034OpenAlexW4213072648MaRDI QIDQ3894787FDOQ3894787

Nobuo Shinozaki

Publication date: 1980

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287190

zbMATH Keywords

quadratic lossStein estimatorestimation of multivariate normal mean

Mathematics Subject Classification ID

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

Cited In (3)

• Universal domination of stein-type estimators
• Simultaneous estimation of parameters in exponential families
• Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices

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