Simultaneous estimation of location parameters under quadratic loss

DOI10.1214/AOS/1176346410zbMATH Open0542.62042OpenAlexW2084374335MaRDI QIDQ795442FDOQ795442

Authors: Nobuo Shinozaki 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346410

zbMATH Keywords

quadratic losssimultaneous estimationlocation parametersbest invariant estimatordominating estimators

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) General considerations in statistical decision theory (62C05)

Cited In (19)

• Shrinkage estimation with a matrix loss function
• Improved confidence sets for the mean of a multivariate normal distribution
• Estimation under \(\ell_{1}\)-symmetry
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• Universal domination of stein-type estimators
• ``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates
• Estimation of location parameters for spherically symmetric distributions
• A new general interpretation of the Stein estimate and how it adapts: Applications.
• Estimation of location parameters of several exponential distributions
• Stokes' theorem, Stein's identity and completeness
• On second-order admissibilities of the estimators of gamma shape vector
• Drift estimation with non-Gaussian noise using Malliavin calculus
• Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
• Estimation of scale parameters in mixture distributions
• Robust estimation of common regression coefficients under spherical symmetry
• Estimation of a location parameter with a reflected normal loss function
• Minimax estimation for certain independent component districutions under welghted squared error loss
• Simultaneous estimation of location parameters of the distribution with finite support
• Title not available (Why is that?)

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