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Admissible Transformations and Normalized Classes of

โœ Scribed by Roman O. Popovych; Michael Kunzinger; Homayoon Eshraghi


Book ID
106334885
Publisher
Springer Netherlands
Year
2008
Tongue
English
Weight
1003 KB
Volume
109
Category
Article
ISSN
0167-8019

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A Unified and Broadened Class of Admissi
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.