Shrinkage estimation of a mean vector in a two-sample problem

DOI10.1080/03610929508831656zbMATH Open0875.62221OpenAlexW1990890585MaRDI QIDQ4337109FDOQ4337109

Authors: Chun Jin 

Publication date: 19 May 1997

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

Full work available at URL: https://doi.org/10.1080/03610929508831656

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zbMATH Keywords

minimax estimatorshrinkage estimatornormal mean vectorquadraticloss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Families of minimax estimators of the mean of a multivariate normal distribution
• Minimax estimation of location vectors for a wide class of densities
• Estimation of a mean vector in a two-sample problem
• Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems

Cited In (7)

• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
• Estimation of a mean vector in a two-sample problem
• James-Stein estimators for the mean vector of a multivariate normal population based on independent samples from two normal populations with common covariance structure
• On a shrinkage estimator of a normal common mean vector
• Multivariate estimation from ``two variables at a time observations
• A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
• Title not available (Why is that?)

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