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Volumn 25, Issue 1, 1996, Pages 183-199

Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal

Author keywords

Regression estimate; Squared error loss function; Stein estimator; Uniform improvement

Indexed keywords


EID: 0346503188     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831687     Document Type: Article
Times cited : (8)

References (11)
  • 1
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    • Berger,J.O.(1978). "Minimax estimation of a multivariate normal mean under polynomial loss", J. Multivariate Anal., 8, 173-180.
    • (1978) J. Multivariate Anal. , vol.8 , pp. 173-180
    • Berger, J.O.1
  • 3
    • 0000643009 scopus 로고
    • Subjective hierarchical Bayes estimation of a multivariate normal mean : On the frequentist interface
    • Berger,J.O. and Robert,C.(1990). "Subjective hierarchical Bayes estimation of a multivariate normal mean : On the frequentist interface", Ann. Statist., 18, 617-651.
    • (1990) Ann. Statist. , vol.18 , pp. 617-651
    • Berger, J.O.1    Robert, C.2
  • 4
    • 0012334782 scopus 로고
    • Empirical Bayes methods applied to estimating fire alarm probabilities
    • Carter,G.M. and Rolph,J.E.(1974). "Empirical Bayes methods applied to estimating fire alarm probabilities", J. Amer. Statist. Assoc., 69, 880-885.
    • (1974) J. Amer. Statist. Assoc. , vol.69 , pp. 880-885
    • Carter, G.M.1    Rolph, J.E.2
  • 5
    • 0000310469 scopus 로고
    • Limiting the risk of Bayes and empirical Bayes estimators- Part II : The empirical Bayes case
    • Efron,B and Morris,C(1972). "Limiting the risk of Bayes and empirical Bayes estimators- Part II : The empirical Bayes case", J. Amer. Statist. Assoc., 67, 130-139.
    • (1972) J. Amer. Statist. Assoc. , vol.67 , pp. 130-139
    • Efron, B.1    Morris, C.2
  • 6
    • 84949161149 scopus 로고
    • Stein's estimation rule and its competitors - An empirical Bayes approach
    • Efron,B and Morris,C(1973). "Stein's estimation rule and its competitors - an empirical Bayes approach", J. Amer. Statist. Assoc., 68, 117-130.
    • (1973) J. Amer. Statist. Assoc. , vol.68 , pp. 117-130
    • Efron, B.1    Morris, C.2
  • 7
    • 85144723819 scopus 로고
    • Estimates of income for small places: An application of James-Stein procedures to census data
    • Fay,R.E.III and Herriot,R.A.(1979). "Estimates of income for small places: An application of James-Stein procedures to census data", J. Amer. Statist. Assoc., 74, 269-277.
    • (1979) J. Amer. Statist. Assoc. , vol.74 , pp. 269-277
    • Fay III, R.E.1    Herriot, R.A.2
  • 9
    • 84950432453 scopus 로고
    • Parametric empirical Bayes inference: Theory and applications
    • Morris,C.(1983). "Parametric empirical Bayes inference: Theory and applications", J. Amer. Statist. Assoc., 78, 47-65.
    • (1983) J. Amer. Statist. Assoc. , vol.78 , pp. 47-65
    • Morris, C.1
  • 10
    • 84900529999 scopus 로고
    • The estimation of the mean squared error of small-area estimators
    • Prasad,N.G.N. and Rao,J.N.K.(1990). "The estimation of the mean squared error of small-area estimators", J. Amer. Statist. Assoc., 85, 163-171.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 163-171
    • Prasad, N.G.N.1    Rao, J.N.K.2
  • 11
    • 3042674602 scopus 로고
    • Minimaxity of empirical Bayes estimators of the means of independent normal variables with unequal variances
    • Shinozaki,N. and Chang,Y.T.(1993). "Minimaxity of empirical Bayes estimators of the means of independent normal variables with unequal variances", Comm. Statist. - Theory Meth., 22(8), 2147-2169.
    • (1993) Comm. Statist. - Theory Meth. , vol.22 , Issue.8 , pp. 2147-2169
    • Shinozaki, N.1    Chang, Y.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.