Combining coordinates in simultaneous estimation of normal means

DOI10.1016/0378-3758(83)90034-4zbMATH Open0527.62036OpenAlexW1969246421MaRDI QIDQ595295FDOQ595295

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

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation with quadratic loss.
• Title not available (Why is that?)
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Minimax estimators of the mean of a multivariate normal distribution
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Selecting a minimax estimator of a multivariate normal mean
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Minimax estimation of location vectors for a wide class of densities
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Title not available (Why is that?)
• Bayesian Robustness and the Stein Effect
• Title not available (Why is that?)

Cited In (7)

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

This page was built for publication: Combining coordinates in simultaneous estimation of normal means

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q595295)