scientific article; zbMATH DE number 804210
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Publication:4851482
zbMath0826.62041MaRDI QIDQ4851482
Tatsuya Kubokawa, Kenji Morita, A. K. Md. Ehsanes Saleh, Toshio Honda
Publication date: 28 November 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
covariance matrixgeneralized Bayes estimatorquadratic lossmultivariate normal distributionempirical Bayes estimatorunknown mean vectorasymptotic risk expansionsdominance resultsrisk-reductionsStein type truncated estimators
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (4)
Double shrinkage estimation of ratio of scale parameters ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Estimation of a scale parameter in mixture models with unknown location ⋮ Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
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