Truncated linear estimation of a bounded multivariate normal mean
DOI10.1016/J.JSPI.2012.03.022zbMATH Open1270.62092OpenAlexW2065878490MaRDI QIDQ447626FDOQ447626
Authors: Othmane Kortbi, Éric Marchand 
Publication date: 4 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.03.022
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- scientific article; zbMATH DE number 3956238
- Estimation of a multivariate mean with constraints on the norm
maximum likelihoodasymptotic analysismultivariate normaldominancepoint estimationsquared error lossrestricted parameterstruncated linear estimatorstruncated linear minimax
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Computation of Modified Bessel Functions and Their Ratios
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- Estimation in restricted parameter spaces: a review
- Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications
- Estimation of a multivariate mean with constraints on the norm
- Uniform priors on convex sets improve risk
- Improving on the MLE of a bounded normal mean.
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
- Improving on the mle of a bounded location parameter for spherical distributions
- On the minimax estimator of a bounded normal mean.
- Comparisons of the performances of estimators of a bounded normal mean under squared-error loss
- Polya Type Distributions, II
- Title not available (Why is that?)
- Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics
Cited In (9)
- A note on the variance of the square components of a normal multivariate within a Euclidean ball
- On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
- Optimal feedback control for linear systems with input delays revisited
- Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
- A Truncated Maximum Likelihood Estimator of a Constrained Bivariate Linear Regression Coefficient
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
- Line Transect Estimators for Left-Truncated Distributions
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
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