Estimation Of A Multivariate Normal Mean Vector And Local Improvements

DOI10.1080/02331889508802463MaRDI QIDQ4763471zbMATHOpenAlexFDO

Authors Nabendu Pal, Bikas K. Sinha, Gopal Chaudhuri, 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

multivariate normal distributionJames-Stein estimatorquadratic lossinadmissibilityrisk functionrisk improvement

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(5)

• Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
• Stein estimation -- a review
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT
• Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss

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