Minimax estimation of normal precisions via expansion estimators

DOI10.1016/J.JSPI.2008.04.028zbMath1149.62004OpenAlexW2157970675MaRDI QIDQ958785

Tatsuya Kubokawa, Hisayuki Tsukuma

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.04.028

zbMATH Keywords

decision theoryJames-Stein estimatorBayes estimationsuperharmonic functionempirical Bayes estimationsimultaneous estimationrisk functionchi-square identity

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (2)

Simultaneous estimation of restricted means via the Gauss divergence theorem ⋮ Modifying estimators of ordered positive parameters under the Stein loss

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
• 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
• Estimation of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• A general theorem on decision theory for nonnegative functionals: With applications
• The superharmonic condition for simultaneous estimation of means in exponential familles
• On the Simultaneous Estimation of Scale Parameters

This page was built for publication: Minimax estimation of normal precisions via expansion estimators