Improved estimators of a location vector with unknown scale parameter

DOI10.1080/03610929008830403zbMATH Open0738.62064OpenAlexW2107100670MaRDI QIDQ3978079FDOQ3978079

Gina Bravo, Brenda Macgibbon

Publication date: 25 June 1992

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830403

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zbMATH Keywords

scale mixtures of normal distributionsunknown covariance matrixJames-Stein estimatorsimproved shrinkage estimatorsarbitrary quadratic losslocation vector parameter

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Title not available (Why is that?)
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Title not available (Why is that?)
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss

Cited In (4)

• Stein estimation for non-normal spherically symmetric location families in three dimensions
• On Improved Estimates of Location in the Presence of an Unknown Scale
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Improved estimates of location in the presence of an unknown scale

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