A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution

DOI10.1080/00949657408810083MaRDI QIDQ4042474zbMATH OpenOpenAlexFDO

Authors Harry F. Martz, S. J. Kamat

Publication date 1974

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657408810083

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99)

Cites work

• A continuous empirical Bayes smoothing technique
• Empirical Bayes estimation for the Poisson distribution
• Empirical Bayes estimators in a multiple linear regression model
• Estimation of a multivariate density
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3174866 (Why is no real title available?)
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• The use of empirical Bayes estimators in a linear regression model

Cited in

(1)

• On the risk performance of extended sequence compound rules for classification between N(–1, 1) and N(1, 1)^†

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