Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function

Cited in

(22)

Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
Kernel methods in system identification, machine learning and function estimation: a survey
Restricted risk Bayes estimation for the mean of the multivariate normal distribution
On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
A note on estimating the common mean of k normal distributions and the stein problem
An explicit formula for the risk of James-Stein estimators
On truncation of multiparameter estimator in discrete exponential families
Efficient shrinkage in parametric models
Combining coordinates in simultaneous estimation of normal means
A monte carlo comparison of some ridge and other biased estimators
On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors
Improved Stein-rule estimator for regression problems
Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
Admissible and minimax multiparameter estimation in exponential families
Minimax estimation of a multivariate normal mean under polynomial loss
Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
Improved estimators of a location vector with unknown scale parameter
On shrinkage estimators improving the positive part of James-Stein estimator
Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Improved estimators with the weighted and compounded loss functions

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