Combining coordinates in simultaneous estimation of normal means

DOI10.1016/0378-3758(83)90034-4zbMath0527.62036MaRDI QIDQ595295

Dey, Dipak K., James O. Berger

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

shrinkage estimator; Bayes risk; minimax estimator; combining coordinates in Stein- type estimators; flat prior; normal prior; robust generalized Bayes estimator; simultaneous estimation of normal means

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Group adaptive stein estimation of normal means, On combining Stein estimation problems: An adaptive rule under classical criteria, 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, An estimator for the means of mormal populations

Cites Work

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