Simultaneous estimation of the multivariate normal mean under balanced loss function

DOI10.1080/03610929708832003zbMath0954.62502OpenAlexW2092780107MaRDI QIDQ4269918

Younshik Chung, Chansoo Kim

Publication date: 10 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929708832003

zbMATH Keywords

inadmissibilityadmissibilityJames-Stein type estimator

Mathematics Subject Classification ID

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

Related Items (17)

The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function ⋮ Estimation of a normal mean relative to balanced loss functions ⋮ Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function ⋮ Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function ⋮ Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function ⋮ Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function ⋮ Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ A note on linearly constrained Bayes estimator in elliptical models ⋮ \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function ⋮ Minimax estimation of the mean of the multivariate normal distribution ⋮ Bayesian inference of three-parameter bathtub-shaped lifetime distribution ⋮ Linearly admissible estimators of stochastic regression coefficient under balanced loss function ⋮ Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function ⋮ On estimation with weighted balanced-type loss function ⋮ Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Minimax estimators of the mean of a multivariate normal distribution
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Limit expressions for the risk of james‐stein estimators
• An explicit formula for the risk of James-Stein estimators
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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