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A property of Stein's estimator for the mean of a multivariate normal distribution

โœ Scribed by V. Susarla


Book ID
115224643
Publisher
John Wiley and Sons
Year
1976
Tongue
English
Weight
211 KB
Volume
30
Category
Article
ISSN
0039-0402

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Stein's idea and minimax admissible esti
โœ Yuzo Maruyama ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 199 KB

We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type pri