scientific article; zbMATH DE number 63440

MaRDI QIDQ4008997zbMATH OpenFDO

Authors Debapriya Sengupta, Pranab K. Sen

Publication date 27 September 1992

zbMATH Keywords

dominance propertieslinear modelsmean-vectormultivariate normal distributionpositively homogeneous conequadratic lossshrinkage estimatorsStein-type restricted maximum likelihood estimators

Mathematics Subject Classification ID

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

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(20)

• A good property of the maximum likelihood estimator in a restricted normal model
• Estimation of a parameter vector when some components are restricted
• A note on decision theoretic estimation of ordered parameters
• Estimation of a parameter vector restricted to a cone
• Shrinkage estimation with singular priors and an application to small area estimation
• Shrinkage estimation strategy in quasi-likelihood models
• Improved loss estimation for the lasso: a variable selection tool
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Stein estimation for spherically symmetric distributions: recent developments
• scientific article; zbMATH DE number 3846637 (Why is no real title available?)
• Shrinkage estimation in elliptically contoured distribution with restricted parameter space
• On shrinkage m-estimators of location parameters
• Reduction of risk using restricted estimators
• New types of shrinkage estimators of Poisson means under the normalized squared error loss
• Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
• Shrinkage estimation towards a closed convex set with a smooth boundary
• Towards global parameter estimation exploiting reduced data sets
• Shrinkage estimators improving for a wide class of restricted subsets
• Shrinkage estimation for convex polyhedral cones

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