Estimation of a mean vector in a two-sample problem

DOI10.1006/JMVA.1993.1060zbMATH Open0780.62045OpenAlexW2013096130MaRDI QIDQ689347FDOQ689347

Authors: François Perron 

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1060

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zbMATH Keywords

James-Stein estimatorindependent variablesshrinkage estimatorpreliminary test estimatorminimax estimatorsempirical Bayes estimator

Mathematics Subject Classification ID

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

Cited In (4)

• Bayesian simultaneous estimation for means in \(k\)-sample problems
• Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
• On the minimaxiy of the maximum likelihood estimator in a multivariate problem
• Shrinkage estimation of a mean vector in a two-sample problem

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