A note on estimating the common mean of k normal distributions and the stein problem

From MaRDI portal
Publication:4176856

DOI10.1080/03610927808827724zbMath0394.62052OpenAlexW2015510128MaRDI QIDQ4176856

Nobuo Shinozaki

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610927808827724




Related Items

Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraintsShrinkage domination of some usual estimators of the common mean of several multivariate normal populationsUnbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populationsAdmissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk functionOn characterization of linear admissible estimators: An extension of a result due to C. R. RaoAll admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subsetMatrix loss in comparison of linear experimentsEstimating common parameters of growth curve models under a quadratic lossInadmissibility of the uncombined two-stage estimator when additional samples are availableEstimating common parameters of growth curve modelsOn exact confidence intervals for the common mean of several normal populationsAdmissible linear estimators in mixed linear modelsA study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov modelOn a relationship between minimax-linear and admissible estimators in linear regressionRobust estimation of common regression coefficients under spherical symmetryEstimation of the common mean of two univariate normal populationsEstimation of two order restricted normal means with unknown and possibly unequal variancesEquivariant estimation of common mean of several normal populationsAdmissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov modelTwo inequalities with an applicationDouble shrinkage estimation of common coefficients in two regression equations with hetersocedasticityMinimax estimation of common coefficients of several regression models under quadratic lossBayes estimation in linear models: A coordinate-free approachUniformly better estimators with application in two-way designsEstimation of a common mean vector in bivariate meta-analysis under the FGM copulaEstimating the Common LocationAsymptotic improvement of the graybill-deal estimatorExact confidence intervals for a common location of several truncated exponentialsAdmissible linear estimators in restricted linear models



Cites Work