Shrinkage estimation of a mean vector in a two-sample problem

DOI10.1080/03610929508831656MaRDI QIDQ4337109zbMATH OpenOpenAlexFDO

Authors Chun Jin

Publication date 19 May 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831656

zbMATH Keywords

minimax estimatornormal mean vectorquadraticloss functionshrinkage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
• Estimation of a mean vector in a two-sample problem
• Families of minimax estimators of the mean of a multivariate normal distribution
• Minimax estimation of location vectors for a wide class of densities

Cited in

(9)

• On a shrinkage estimator of a normal common mean vector
• Unbiased equivariant estimation of a common normal mean vector with one observation from each population
• Shrinkage domination in a multivariate common mean problem
• A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
• scientific article; zbMATH DE number 4211293 (Why is no real title available?)
• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
• Multivariate estimation from ``two variables at a time observations
• James-Stein estimators for the mean vector of a multivariate normal population based on independent samples from two normal populations with common covariance structure
• Estimation of a mean vector in a two-sample problem

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