𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Admissible linear estimators of the multivariate normal mean without extra information

✍ Scribed by L. Wang


Book ID
112939386
Publisher
Springer-Verlag
Year
1991
Tongue
English
Weight
362 KB
Volume
32
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Admissible minimax estimators of a mean
✍ Yuzo Maruyama πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 218 KB

The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.

A Unified and Broadened Class of Admissi
✍ Yuzo Maruyama πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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.

Stein's idea and minimax admissible esti
✍ Yuzo Maruyama πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 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