๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Improved confidence set estimators of a multivariate normal mean and generalizations

โœ Scribed by Fanny Ki; Kam-Wah Tsui


Publisher
Springer Japan
Year
1985
Tongue
English
Weight
612 KB
Volume
37
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymptotic Improvement of the Usual Conf
โœ Yoshikazu Takada ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 183 KB

We consider confidence sets for the mean of a multivariate normal distribution with unknown covariance matrix of the form \_ 2 I. The coverage probability of the usual confidence set is shown to be improved asymptotically by centering at a shrinkage estimator.

Estimation of a common multivariate norm
โœ K. Krishnamoorthy ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 470 KB

Let X1,..., XN be independent observations from Np(#, ~1) and Y1,..., YN be independent observations from Np(#, ~2). Assume that Xi's and Y~'s are independent. An unbiased estimator of/z which dominates the sample mean X for p \_> 1 under the loss function L(/z,/2) --(f~ -#)'~i-l(fL -/~) is suggeste

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.