Sequential shrinkage estimation of the difference between two multivariate normal means

DOI10.1080/07474948708836135MaRDI QIDQ3771446zbMATH OpenOpenAlexFDO

Authors David Nickerson

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836135

zbMATH Keywords

asymptotic risk expansionsbackward martingaleBehrens-Fisherdifference of sample mean vectorsindependent populationsJames-Stein estimatorsnormal means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cites work

• Multivariate sequential point estimation
• Sequential point estimation of the difference of two normal means
• Sequential shrinkage estimation
• Sequential shrinkage estimation of the difference between two multivariate normal means

Cited in

(12)

• Two-stage sequential estimation of a multivariate normal mean under quadratic loss
• Robust estimation of common regression coefficients under spherical symmetry
• Two-stage point estimation with a shrinkage stopping rule
• Accelerated sequential shrinkage estimation
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance
• On the pitman closeness of some sequential estimators
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