Trimmed estimates in simultaneous estimation of parameters in exponential families

62H12: Estimation in multivariate analysis

62C15: Admissibility in statistical decision theory

Related Items

Trimmed minimax estimator of a covariance matrix, Simultaneous estimation of parameters under entropy loss

Cites Work

Construction of improved estimators in multiparameter estimation for discrete exponential families
Construction of improved estimators in multiparameter estimation for continuous exponential families
Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
Admissible and minimax multiparameter estimation in exponential families
Bayes minimax estimation of multiple Poisson parameters
Estimation of the mean of a multivariate normal distribution
Simultaneous estimation of several Poisson parameters under squared error loss
Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
Families of minimax estimators of the mean of a multivariate normal distribution
A natural identity for exponential families with applications in multiparameter estimation
On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors
Multiparameter estimation of discrete exponential distributions
Simultaneous Estimation of the Means of Independent Poisson Laws
A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
Proper Bayes Minimax Estimators of the Multivariate Normal Mean
Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case