Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications

DOI10.1080/03610920500439430MaRDI QIDQ5201478zbMATHOpenAlexFDO

Authors Hitoshi Koyano

Publication date 19 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500439430

zbMATH Keywords

decision theorysmall area estimationshrinkage estimationempirical Bayes estimatormultivariate mixed linear model

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 3655182 (Why is no real title available?)
• An identity for the Wishart distribution with applications
• Estimating covariance matrices
• Estimation of the mean of a multivariate normal distribution
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
• Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(4)

• scientific article; zbMATH DE number 168610 (Why is no real title available?)
• Minimax hierarchical empirical Bayes estimation in multivariate regression
• Prediction in Multivariate Mixed Linear Models
• EMPIRICAL BAYES ESTIMATION AND UNBIASED PREDICTION THEORY

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