Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal

DOI10.1080/03610929608831687MaRDI QIDQ5283853zbMATH OpenOpenAlexFDO

Authors Nobuo Shinozaki, Yuan-Tsung Chang

Publication date 3 February 1997

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

Full work available at URL https://doi.org/10.1080/03610929608831687

Mathematics Subject Classification ID

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

Cites work

• Estimation with quadratic loss.
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Minimax estimation of a multivariate normal mean under polynomial loss
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(4)

• Stein estimation -- a review
• Dominance properties of constrained Bayes and empirical Bayes estimators
• Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
• Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications

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