A family of dominating minimax estimators of a multivariate normal mean

DOI10.1016/0167-7152(84)90018-XMaRDI QIDQ760104zbMATH OpenOpenAlexFDO

Authors Tze Fen Li

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90018-x

zbMATH Keywords

dominating estimatorsidentity covariance matrixmean vectorminimax estimatorsp-variate normal distributionsquared error estimation

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

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Cites work

• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• A natural identity for exponential families with applications in multiparameter estimation
• Estimation with quadratic loss.
• Generalized james-stein estimatoes
• scientific article; zbMATH DE number 3251903 (Why is no real title available?)
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(4)

• Selecting a minimax estimator doing well at a point
• Set-induced minimax estimators for a multivariate normal mean.
• scientific article; zbMATH DE number 3956183 (Why is no real title available?)
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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