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Volumn 30, Issue 2, 1997, Pages 99-125

Applications of improved variance estimators in a multivariate normal mean vector estimation

Author keywords

Admissibility; Loss function; Risk function; Shrinkage estimation

Indexed keywords


EID: 5244263975     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802604     Document Type: Article
Times cited : (1)

References (12)
  • 1
    • 38149148398 scopus 로고
    • Improving the James-Stein estimator using the Stein variance estimator
    • Berry, J. C. (1994). Improving the James-Stein estimator using the Stein variance estimator. Statistics and Probability Letters, 20, 241-245.
    • (1994) Statistics and Probability Letters , vol.20 , pp. 241-245
    • Berry, J.C.1
  • 2
    • 0002830266 scopus 로고
    • Improving on equivariant estimators
    • Brewster, J. F. and Zidek, J. V. (1974). Improving on equivariant estimators. Ann. Statist., 2, 21-38.
    • (1974) Ann. Statist. , vol.2 , pp. 21-38
    • Brewster, J.F.1    Zidek, J.V.2
  • 3
    • 0002166054 scopus 로고
    • Inadmissibility of the usual estimators of scale parameters in problems with unknown location and scale parameters
    • Brown, L. D. (1968). Inadmissibility of the usual estimators of scale parameters in problems with unknown location and scale parameters. Ann. Math. Stat., 39, 29-48.
    • (1968) Ann. Math. Stat. , vol.39 , pp. 29-48
    • Brown, L.D.1
  • 4
    • 38249008719 scopus 로고
    • A sequence of improvements over the James-Stein estimator
    • Guo, Y. Y. and Pal, N. (1992). A sequence of improvements over the James-Stein estimator. J. Multiv. Anal., 42(2), 302-317.
    • (1992) J. Multiv. Anal. , vol.42 , Issue.2 , pp. 302-317
    • Guo, Y.Y.1    Pal, N.2
  • 5
    • 0027210939 scopus 로고
    • Shrinkage estimators applied to prediction of French winter wheat yield
    • Hebel, P., Faivre, R., Goffinet, B. and Wallach, D. (1993). Shrinkage estimators applied to prediction of French winter wheat yield, Biometrics, 49, 281-293.
    • (1993) Biometrics , vol.49 , pp. 281-293
    • Hebel, P.1    Faivre, R.2    Goffinet, B.3    Wallach, D.4
  • 6
    • 0011674242 scopus 로고
    • An approach to improving the James-Stein estimator
    • Kubokawa, T. (1991). An approach to improving the James-Stein estimator, J. Multiv. Anal., 36, 121-126.
    • (1991) J. Multiv. Anal. , vol.36 , pp. 121-126
    • Kubokawa, T.1
  • 8
    • 21344495008 scopus 로고
    • A unified approach to improving equivariant estimators
    • Kubokawa, T. (1994). A unified approach to improving equivariant estimators. Ann. Stat., 22, 290-299.
    • (1994) Ann. Stat. , vol.22 , pp. 290-299
    • Kubokawa, T.1
  • 10
    • 0001703524 scopus 로고
    • Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
    • Stein, C. (1964). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean. Annals of the Institute of Statistical Mathematics., 16, 155-160.
    • (1964) Annals of the Institute of Statistical Mathematics. , vol.16 , pp. 155-160
    • Stein, C.1
  • 11
    • 0000169918 scopus 로고
    • Estimation of the Mean of a Multivariate Normal distribution
    • Stein, C. (1981). Estimation of the Mean of a Multivariate Normal distribution. Ann. Stat., 9, 1135-1151.
    • (1981) Ann. Stat. , vol.9 , pp. 1135-1151
    • Stein, C.1
  • 12
    • 0002266482 scopus 로고
    • Minimax estimation of powers of the variance of a normal population under squared error loss
    • Strawderman, W. E. (1974). Minimax estimation of powers of the variance of a normal population under squared error loss. Ann. Stat., 2, 190-198.
    • (1974) Ann. Stat. , vol.2 , pp. 190-198
    • Strawderman, W.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.