Simultaneous estimation of the multivariate normal mean under balanced loss function
From MaRDI portal
Recommendations
Cites work
- An explicit formula for the risk of James-Stein estimators
- Estimation of the mean of a multivariate normal distribution
- Limit expressions for the risk of james‐stein estimators
- Minimax estimators of the mean of a multivariate normal distribution
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
Cited in
(27)- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
- Estimation of the multivariate normal mean under the extended reflected normal loss function
- Estimation of a normal mean relative to balanced loss functions
- \(\Phi\) admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function
- Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
- A note on linearly constrained Bayes estimator in elliptical models
- Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
- Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
- Optimal and minimax prediction in multivariate normal populations under a balanced loss function
- On estimation with weighted balanced-type loss function
- Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics
- Minimax estimation of the mean of the multivariate normal distribution
- The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
- scientific article; zbMATH DE number 3986432 (Why is no real title available?)
- scientific article; zbMATH DE number 4009548 (Why is no real title available?)
- Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
- scientific article; zbMATH DE number 1347781 (Why is no real title available?)
- scientific article; zbMATH DE number 1763300 (Why is no real title available?)
- scientific article; zbMATH DE number 1400028 (Why is no real title available?)
- Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function
- Bayesian inference of three-parameter bathtub-shaped lifetime distribution
- Linearly admissible estimators of stochastic regression coefficient under balanced loss function
- An Appreciation of Balanced Loss Functions Via Regret Loss
- Bayesian multivariate normal analysis under balanced loss function
- Sequential estimation of a location parameter and powers of a scale parameter from delayed observations
- Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
This page was built for publication: Simultaneous estimation of the multivariate normal mean under balanced loss function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4269918)
