scientific article; zbMATH DE number 758459

zbMATH Open0818.62009MaRDI QIDQ4834288FDOQ4834288

Authors: Li Sun 

Publication date: 21 August 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

multivariate normal distributionsimulationsrisk ratioJames-Stein estimatorlower boundnon-central chi-square distributionunknown variancemaximum likelihood estimateempirical Bayes estimatorsminimaxity resultrisk functionshierarchical Bayes estimatorshrinkage estimatesmodal estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Cited In (26)

• Limit of the ratio of risks of James-Stein estimators with unknown variance
• Restricted risk Bayes estimation for the mean of the multivariate normal distribution
• On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
• Stein estimation -- a review
• Minimax estimators of a normal variance
• Risk behavior of variance estimators in multivariate normal distribution
• Estimation of the mean vector in a singular multivariate normal distribution
• Multidimensional nonparametric density estimates: minimax risk with random normalizing factor
• Estimation of the mean value for the normal distribution with constraints on \(d\)-risk
• On the minimaxiy of the maximum likelihood estimator in a multivariate problem
• Lower bounds on Bayes risks for estimating a normal variance: With applications
• Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Minimum Riemannian risk equivariant estimator for the univariate normal model
• Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
• Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
• Equivariant minimax dominators of the MLE in the array normal model
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios
• On a method to calculate risk function in a problem of identifying groups of multivariate Student distributions
• Monotonicity of risk for a shrinkage estimator of a multivariate normal mean
• Construction of improved estimators in multiparameter estimation for continuous exponential families
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• Improved minimax estimation of a multivariate normal mean under heteroscedasticity
• Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
• Asymptotic properties of risks ratios of shrinkage estimators
• Title not available (Why is that?)

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