메뉴 건너뛰기




Volumn 84, Issue 2, 2003, Pages 274-283

Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

Author keywords

Admissible; Minimax; Scale mixtures of multivariate normal distributions; The FKG inequality

Indexed keywords


EID: 0037299584     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(02)00035-0     Document Type: Review
Times cited : (11)

References (15)
  • 1
    • 0001424949 scopus 로고
    • A family of admissible minimax estimators of the mean of a multivariate normal distribution
    • K. Alam, A family of admissible minimax estimators of the mean of a multivariate normal distribution, Ann. Statist. 1 (1973) 517-525.
    • (1973) Ann. Statist. , vol.1 , pp. 517-525
    • Alam, K.1
  • 2
    • 0000960949 scopus 로고
    • Minimax estimation of location vectors for a wide class of densities
    • J. Berger, Minimax estimation of location vectors for a wide class of densities, Ann. Statist. 3 (1975) 1318-1328.
    • (1975) Ann. Statist. , vol.3 , pp. 1318-1328
    • Berger, J.1
  • 3
    • 0012486352 scopus 로고
    • Admissible minimax estimation of multivariate normal mean with arbitrary quadratic loss
    • J. Berger, Admissible minimax estimation of multivariate normal mean with arbitrary quadratic loss, Ann. Statist. 4 (1976) 223-226.
    • (1976) Ann. Statist. , vol.4 , pp. 223-226
    • Berger, J.1
  • 4
    • 0012535036 scopus 로고
    • Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
    • M.E. Bock, Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions, J. Multivariate Anal. 17 (1985) 127-147.
    • (1985) J. Multivariate Anal. , vol.17 , pp. 127-147
    • Bock, M.E.1
  • 5
    • 0012541128 scopus 로고
    • Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
    • A. Brandwein, W.E. Strawderman, Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss, Ann. Statist. 6 (1978) 377-416.
    • (1978) Ann. Statist. , vol.6 , pp. 377-416
    • Brandwein, A.1    Strawderman, W.E.2
  • 6
    • 0001631018 scopus 로고
    • Generalizations of James-Stein estimators under spherical symmetry
    • A. Brandwein, W.E. Strawderman, Generalizations of James-Stein estimators under spherical symmetry, Ann. Statist. 19 (1991) 1639-1650.
    • (1991) Ann. Statist. , vol.19 , pp. 1639-1650
    • Brandwein, A.1    Strawderman, W.E.2
  • 7
    • 0000903981 scopus 로고
    • On the admissibility of invariant estimators of one or more location parameters
    • L.D. Brown, On the admissibility of invariant estimators of one or more location parameters, Ann. Math. Statist. 37 (1966) 1087-1136.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 1087-1136
    • Brown, L.D.1
  • 8
    • 0002872117 scopus 로고
    • A heuristic method for determining admissibility of estimators-with applications
    • L.D. Brown, A heuristic method for determining admissibility of estimators-with applications, Ann. Statist. 7 (1979) 960-994.
    • (1979) Ann. Statist. , vol.7 , pp. 960-994
    • Brown, L.D.1
  • 9
    • 0002748055 scopus 로고
    • Correlation inequalities on some partially ordered sets
    • C.M. Fortuin, P.W. Kasteleyn, J. Ginibre, Correlation inequalities on some partially ordered sets, Comm. Math. Phys. 22 (1971) 89-103.
    • (1971) Comm. Math. Phys. , vol.22 , pp. 89-103
    • Fortuin, C.M.1    Kasteleyn, P.W.2    Ginibre, J.3
  • 10
  • 11
    • 0001486499 scopus 로고
    • Estimation of quadratic loss
    • Proceedings of the Fourth Berkeley Symposium on Mathematical Statistical Probability, University of California Press, Berkeley
    • a W. James, C. Stein, Estimation of quadratic loss, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistical Probability, Vol. 1, University of California Press, Berkeley, 1961, pp. 361-379.
    • (1961) , vol.1 , pp. 361-379
    • James, W.1    Stein, C.2
  • 12
    • 0012535360 scopus 로고    scopus 로고
    • A unified and broadened class of admissible minimax estimators of a multivariate normal mean
    • Y. Maruyama, A unified and broadened class of admissible minimax estimators of a multivariate normal mean, J. Multivariate Anal. 64 (1998) 196-205.
    • (1998) J. Multivariate Anal. , vol.64 , pp. 196-205
    • Maruyama, Y.1
  • 13
    • 0000813561 scopus 로고
    • Inadmissibility of the usual estimator for the mean of a multivariate normal distribution
    • Proceedings of the Third Berkeley Symposium on Mathematical Statistical Probability, University of California Press, Berkeley
    • C. Stein, Inadmissibility of the usual estimator for the mean of a multivariate normal distribution, Proceedings of the Third Berkeley Symposium on Mathematical Statistical Probability, Vol. 1, University of California Press, Berkeley, 1956, pp. 197-206.
    • (1956) , vol.1 , pp. 197-206
    • Stein, C.1
  • 14
    • 0000300851 scopus 로고
    • Proper Bayes minimax estimators of multivariate normal mean
    • W.E. Strawderman, Proper Bayes minimax estimators of multivariate normal mean, Ann. Math. Statist. 42 (1971) 385-388.
    • (1971) Ann. Math. Statist. , vol.42 , pp. 385-388
    • Strawderman, W.E.1
  • 15
    • 0012535361 scopus 로고
    • Minimax estimation of location parameters for certain spherically symmetric distributions
    • W.E. Strawderman, Minimax estimation of location parameters for certain spherically symmetric distributions, J. Multivariate Anal. 4 (1974) 255-264.
    • (1974) J. Multivariate Anal. , vol.4 , pp. 255-264
    • Strawderman, W.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.