Improved estimators of a location vector with unknown scale parameter

DOI10.1080/03610929008830403MaRDI QIDQ3978079zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• 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
• Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
• On Improved Estimates of Location in the Presence of an Unknown Scale
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Estimation with quadratic loss.
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(4)

• Improved estimates of location in the presence of an unknown scale
• 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

This page was built for publication: Improved estimators of a location vector with unknown scale parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3978079)