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A family of minimax estimators of a multivariate normal mean

โœ Scribed by Tze Fen Li

Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
200 KB
Volume
1
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES

A Unified and Broadened Class of Admissi
A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
โœ Yuzo Maruyama ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 183 KB

The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs.