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

DOI10.1080/03610929608831687zbMath0875.62036OpenAlexW1986893904MaRDI 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

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

Related Items (4)

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

Cites Work

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• 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
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• 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

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