scientific article; zbMATH DE number 804211

MaRDI QIDQ4851483zbMATH OpenFDO

Authors S. Ejaz Ahmed, A. K. Md. Ehsanes Saleh

Publication date 28 November 1995

zbMATH Keywords

biasefficienciesfirst component mean vectorJames-Stein rulemaximum likelihood estimatorsnormal distributionpreliminary test estimatorrisk efficiencyshrinkage estimatorStein-rule estimator

Mathematics Subject Classification ID

Statistical decision theory (62C99) Estimation in multivariate analysis (62H12)

Recommendations

• Comparisons of improved risk estimators of the multivariate mean vector
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
• Improved estimation of the mean vector for student-t model

Cited in

(9)

• Improved biased estimation in an ANOVA model
• Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
• Pooling multivariate data
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• On estimating the mean In a bivariate normal distribution With equal or unequal variances
• Improved estimation of the mean vector for student-t model
• ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
• Comparisons of improved risk estimators of the multivariate mean vector

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