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

DOI10.1080/03610929608831687zbMath0875.62036MaRDI QIDQ5283853

Yuan-Tsung Chang, Nobuo Shinozaki

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

62H12: Estimation in multivariate analysis

62C20: Minimax procedures in statistical decision theory

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

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

Cites Work

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• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• The Estimation of the Mean Squared Error of Small-Area Estimators