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

DOI10.1080/03610929608831687zbMATH Open0875.62036OpenAlexW1986893904MaRDI QIDQ5283853FDOQ5283853

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

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

Cites Work

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

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

This page was built for publication: Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5283853)