scientific article; zbMATH DE number 758459

MaRDI QIDQ4834288zbMATH OpenFDO

Authors Li Sun

Publication date 21 August 1995

zbMATH Keywords

empirical Bayes estimatorshierarchical Bayes estimatorJames-Stein estimatorlower boundmaximum likelihood estimateminimaxity resultmodal estimatormultivariate normal distributionnon-central chi-square distributionrisk functionsrisk ratioshrinkage estimatessimulationsunknown variance

Mathematics Subject Classification ID

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

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(29)

• Restricted risk Bayes estimation for the mean of the multivariate normal distribution
• Risk behavior of variance estimators in multivariate normal distribution
• Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
• All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown
• Equivariant minimax dominators of the MLE in the array normal model
• Stein estimation -- a review
• Improved minimax estimation of a multivariate normal mean under heteroscedasticity
• Asymptotic properties of risks ratios of shrinkage estimators
• Limit of the ratio of risks of James-Stein estimators with unknown variance
• Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• Monotonicity of risk for a shrinkage estimator of a multivariate normal mean
• scientific article; zbMATH DE number 4070038 (Why is no real title available?)
• On the minimaxiy of the maximum likelihood estimator in a multivariate problem
• Multidimensional nonparametric density estimates: minimax risk with random normalizing factor
• Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
• Lower bounds on Bayes risks for estimating a normal variance: With applications
• On a method to calculate risk function in a problem of identifying groups of multivariate Student distributions
• Estimation of the mean vector in a singular multivariate normal distribution
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios
• Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
• Minimum Riemannian risk equivariant estimator for the univariate normal model
• Minimax estimators of a normal variance
• On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
• A general class of minimax shrinkage estimators under the balanced loss function
• Estimation of the mean value for the normal distribution with constraints on d-risk
• Study the performance of new shrinkage estimators under the balanced loss function
• Construction of improved estimators in multiparameter estimation for continuous exponential families
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss

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