Combining coordinates in simultaneous estimation of normal means

DOI10.1016/0378-3758(83)90034-4MaRDI QIDQ595295zbMATH OpenOpenAlexFDO

Authors James O. Berger, Dipak K. Dey

Publication date 1983

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(83)90034-4

zbMATH Keywords

Bayes riskminimax estimatorshrinkage estimatorcombining coordinates in Stein- type estimatorsflat priornormal priorrobust generalized Bayes estimatorsimultaneous estimation of normal means

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

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• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Bayesian Robustness and the Stein Effect
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimators of the mean of a multivariate normal distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Selecting a minimax estimator of a multivariate normal mean
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(7)

• On combining Stein estimation problems: An adaptive rule under classical criteria
• Simultaneous estimation of means of classified normal observations
• Model averaging, asymptotic risk, and regressor groups
• Heuristic Procedures for Simultaneous Estimation of Several Normal Means
• An estimator for the means of mormal populations
• Group adaptive stein estimation of normal means
• Multiple-shrinkage estimators of means in exponential families

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