Estimation Of A Multivariate Normal Mean Vector And Local Improvements

DOI10.1080/02331889508802463zbMath0812.62061OpenAlexW1995111702MaRDI QIDQ4763471

Gopal Chaudhuri, Nabendu Pal, Bikas Kumar Sinha, Ching-Hui Chang

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802463

zbMATH Keywords

James-Stein estimatorinadmissibilityquadratic lossmultivariate normal distributionrisk functionrisk improvement

Mathematics Subject Classification ID

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

Related Items

Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Stein estimation -- a review ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

Cites Work

• An approach to improving the James-Stein estimator
• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation of the mean of a multivariate normal distribution
• A sequence of improvements over the James-Stein estimator
• Multivariate empirical Bayes and estimation of covariance matrices
• Improvements over the james-stein estimator: A risk analysis
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean