Minimax estimation of means of multivariate normal mixtures

DOI10.1016/0047-259X(90)90021-9zbMath0706.62053MaRDI QIDQ918603

William E. Strawderman, Jine-Phone Chou

Publication date: 1990

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

zbMATH Keywords

minimax estimators; quadratic loss; unbiased estimator of risk; normal mixture distribution; means of independent normal random variables; Stein class of limited translation estimators; Stein estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C20: Minimax procedures in statistical decision theory

62C99: Statistical decision theory

Related Items

Shrinkage estimators of the location parameter for certain spherically symmetric distributions, Estimation under \(\ell_{1}\)-symmetry, A note on classical Stein-type estimators in elliptically contoured models

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