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Volumn 45, Issue 2, 1999, Pages 97-101

On estimation with balanced loss functions

Author keywords

62F10; 62H12; Generalized Bayes; Posterior expected loss; Spherically symmetric distribution

Indexed keywords


EID: 0042597511     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00047-4     Document Type: Article
Times cited : (46)

References (10)
  • 1
    • 84972526992 scopus 로고
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    • (1990) Statist. Sci. , vol.5 , pp. 356-369
    • Brandwein, A.C.1    Strawderman, W.E.2
  • 2
    • 0001631018 scopus 로고
    • Generalizations of James Stein estimators under spherical symmetry
    • Brandwein A.C., Strawderman W.E. Generalizations of James Stein estimators under spherical symmetry. Ann. Statist. 19:1991;1639-1650.
    • (1991) Ann. Statist. , vol.19 , pp. 1639-1650
    • Brandwein, A.C.1    Strawderman, W.E.2
  • 3
    • 0000221951 scopus 로고
    • Shrinkage estimators under spherical symmetry for the general linear model.
    • Cellier D., Fourdrinier D. Shrinkage estimators under spherical symmetry for the general linear model. J. Multivar. Anal. 52:1995;338-351.
    • (1995) J. Multivar. Anal. , vol.52 , pp. 338-351
    • Cellier, D.1    Fourdrinier, D.2
  • 4
    • 0031138802 scopus 로고    scopus 로고
    • Furles estimateurs de Bayes minimax: Une methode constructive
    • Paris t, 324, Series
    • Fourdrinier, D., Strawderman, W.E., Wells, M.T., 1997. Furles estimateurs de Bayes minimax: une methode constructive, C.R. Acad. Sci, Paris t, 324, Series 1, 1143-1148.
    • (1997) C.R. Acad. Sci , vol.1 , pp. 1143-1148
    • Fourdrinier, D.1    Strawderman, W.E.2    Wells, M.T.3
  • 6
    • 0041470854 scopus 로고
    • The estimation of many parameters
    • In: Godambe, V.P., Sprott, D.A. (Eds.) Holt, Rinehart and Winston, Toronto
    • Lindley, D.V., 1971. The estimation of many parameters. In: Godambe, V.P., Sprott, D.A. (Eds.), Foundation of Statistical Inference, Holt, Rinehart and Winston, Toronto.
    • (1971) Foundation of Statistical Inference
    • Lindley, D.V.1
  • 7
    • 0000169918 scopus 로고
    • Estimation of the mean of a multivariate normal distribution
    • Stein C. Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9:1981;1135-1151.
    • (1981) Ann. Statist. , vol.9 , pp. 1135-1151
    • Stein, C.1
  • 8
    • 0000300851 scopus 로고
    • Proper Bayes minimax estimators of the multivariate normal mean
    • Strawderman W.E. Proper Bayes minimax estimators of the multivariate normal mean. Ann. Math. Statist. 42:1971;385-388.
    • (1971) Ann. Math. Statist. , vol.42 , pp. 385-388
    • Strawderman, W.E.1
  • 9
    • 0012535361 scopus 로고
    • Minimax estimation of location parameters for certain spherically symmetric distributions
    • Strawderman W.E. Minimax estimation of location parameters for certain spherically symmetric distributions. J. Multivar. Anal. 4:1974;255-264.
    • (1974) J. Multivar. Anal. , vol.4 , pp. 255-264
    • Strawderman, W.E.1
  • 10
    • 0000201120 scopus 로고
    • Bayesian and non-Bayesian estimation using balanced loss functions
    • In: Gupta, S.S., Berger, J.O. (Eds.) Springer New York
    • Zellner, A., 1994. Bayesian and non-Bayesian estimation using balanced loss functions. In: Gupta, S.S., Berger, J.O. (Eds.), Statistical Decision Theory and Related Topics, Springer New York, pp. 371-390.
    • (1994) Statistical Decision Theory and Related Topics , pp. 371-390
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.