메뉴 건너뛰기




Volumn 25, Issue , 2005, Pages 221-244

Bayesian Estimation of Multivariate Location Parameters

Author keywords

[No Author keywords available]

Indexed keywords


EID: 67649322236     PISSN: 01697161     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0169-7161(05)25008-3     Document Type: Review
Times cited : (4)

References (37)
  • 1
    • 0012786195 scopus 로고
    • Multiple regression and estimation of the mean of a multivariate normal distribution
    • No. 51
    • Baranchik, A.J. (1964). Multiple regression and estimation of the mean of a multivariate normal distribution. Stanford University Technical Report No. 51
    • (1964) Stanford University Technical Report
    • Baranchik, A.J.1
  • 2
    • 0000976420 scopus 로고
    • A family of minimax estimators of the mean of a multivariate normal distribution
    • Baranchik A.J. A family of minimax estimators of the mean of a multivariate normal distribution. Ann. Math. Statist. 41 (1970) 642-645
    • (1970) Ann. Math. Statist. , vol.41 , pp. 642-645
    • Baranchik, A.J.1
  • 3
    • 0000960949 scopus 로고
    • Minimax estimation of location vectors for a wide class of densities
    • Berger J. 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
  • 4
    • 0012486352 scopus 로고
    • Admissible minimax estimation of multivariate normal mean with arbitrary quadratic loss
    • Berger J. 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
  • 5
    • 0030508463 scopus 로고    scopus 로고
    • Choice of hierarchical priors: Admissibility in estimation of normal means
    • Berger J., and Strawderman W.E. Choice of hierarchical priors: Admissibility in estimation of normal means. Ann. Statist. 24 (1996) 931-951
    • (1996) Ann. Statist. , vol.24 , pp. 931-951
    • Berger, J.1    Strawderman, W.E.2
  • 6
    • 0011560732 scopus 로고
    • Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
    • Berger J., Bock M.E., Brown L., Casella G., and Gleser L. Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Ann. Statist. 5 (1977) 763-771
    • (1977) Ann. Statist. , vol.5 , pp. 763-771
    • Berger, J.1    Bock, M.E.2    Brown, L.3    Casella, G.4    Gleser, L.5
  • 7
    • 0039608866 scopus 로고
    • Shrinkage estimators: Pseudo Bayes estimators for normal mean vectors
    • Gupta S.S., and Berger J.O. (Eds), Springer-Verlag, New York
    • Bock M.E. Shrinkage estimators: Pseudo Bayes estimators for normal mean vectors. In: Gupta S.S., and Berger J.O. (Eds). Statistical Decision Theory IV (1988), Springer-Verlag, New York 281-298
    • (1988) Statistical Decision Theory IV , pp. 281-298
    • Bock, M.E.1
  • 8
    • 0008708252 scopus 로고
    • Minimax estimation of the mean of spherically symmetric distributions under quadratic loss
    • Brandwein A.C. Minimax estimation of the mean of spherically symmetric distributions under quadratic loss. J. Multivariate Anal. 9 (1979) 579-588
    • (1979) J. Multivariate Anal. , vol.9 , pp. 579-588
    • Brandwein, A.C.1
  • 9
    • 84972526992 scopus 로고
    • Stein estimation: The spherically symmetric case
    • Brandwein A.C., and Strawderman W.E. Stein estimation: The spherically symmetric case. Statist. Sci. 5 (1990) 356-369
    • (1990) Statist. Sci. , vol.5 , pp. 356-369
    • Brandwein, A.C.1    Strawderman, W.E.2
  • 10
    • 0001631018 scopus 로고
    • Generalizations of James-Stein estimators under spherical symmetry
    • Brandwein A.C., and 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
  • 11
    • 0000903981 scopus 로고
    • On the admissibility of invariant estimators of one or more location parameters
    • Brown L.D. 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
  • 12
    • 0000268682 scopus 로고
    • Admissible estimators, recurrent diffusions, and insoluble boundary value problems
    • Brown L.D. Admissible estimators, recurrent diffusions, and insoluble boundary value problems. Ann. Math. Statist. 42 (1971) 855-903
    • (1971) Ann. Math. Statist. , vol.42 , pp. 855-903
    • Brown, L.D.1
  • 13
    • 0000221951 scopus 로고
    • Shrinkage estimators under spherical symmetry for the general linear model
    • Cellier D., and Fourdrinier D. Shrinkage estimators under spherical symmetry for the general linear model. J. Multivariate Anal. 52 (1995) 338-351
    • (1995) J. Multivariate Anal. , vol.52 , pp. 338-351
    • Cellier, D.1    Fourdrinier, D.2
  • 14
    • 0001401955 scopus 로고
    • Empirical Bayes on vector observations: An extension of Stein's method
    • Efron B., and Morris C. Empirical Bayes on vector observations: An extension of Stein's method. Biometrika 59 (1972) 335-347
    • (1972) Biometrika , vol.59 , pp. 335-347
    • Efron, B.1    Morris, C.2
  • 15
    • 84949161149 scopus 로고
    • Stein's estimation rule and its competitors - an empirical Bayes approach
    • Efron B., and Morris C. Stein's estimation rule and its competitors - an empirical Bayes approach. J. Amer. Statist. Assoc. 68 (1973) 117-130
    • (1973) J. Amer. Statist. Assoc. , vol.68 , pp. 117-130
    • Efron, B.1    Morris, C.2
  • 16
    • 0030295571 scopus 로고    scopus 로고
    • A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor
    • Fourdrinier D., and Strawderman W.E. A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor. J. Multivariate Anal. 59 (1996) 109-140
    • (1996) J. Multivariate Anal. , vol.59 , pp. 109-140
    • Fourdrinier, D.1    Strawderman, W.E.2
  • 17
    • 0032335323 scopus 로고    scopus 로고
    • On the construction of Bayes minimax estimators
    • Fourdrinier D., Strawderman W.E., and Wells M. On the construction of Bayes minimax estimators. Ann. Statist. 26 (1998) 660-671
    • (1998) Ann. Statist. , vol.26 , pp. 660-671
    • Fourdrinier, D.1    Strawderman, W.E.2    Wells, M.3
  • 18
    • 0000497169 scopus 로고
    • Minimax multiple shrinkage estimators
    • George E.I. Minimax multiple shrinkage estimators. Ann. Statist. 14 (1986) 188-205
    • (1986) Ann. Statist. , vol.14 , pp. 188-205
    • George, E.I.1
  • 19
    • 0038206081 scopus 로고
    • Minimax estimation of a normal mean vector when the covariance matrix is unknown
    • Gleser L. Minimax estimation of a normal mean vector when the covariance matrix is unknown. Ann. Statist. 7 (1979) 838-846
    • (1979) Ann. Statist. , vol.7 , pp. 838-846
    • Gleser, L.1
  • 22
    • 26444537548 scopus 로고
    • Generalize Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
    • Lin P., and Tsai H. Generalize Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix. Ann. Statist. 1 (1973) 142-145
    • (1973) Ann. Statist. , vol.1 , pp. 142-145
    • Lin, P.1    Tsai, H.2
  • 23
    • 0037299584 scopus 로고    scopus 로고
    • Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
    • Maruyama Y. Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions. J. Multivariate Anal. 84 (2003) 274-283
    • (2003) J. Multivariate Anal. , vol.84 , pp. 274-283
    • Maruyama, Y.1
  • 24
    • 0037299584 scopus 로고    scopus 로고
    • A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
    • Maruyama Y. A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. J. Multivariate Anal. 84 (2003) 274-283
    • (2003) J. Multivariate Anal. , vol.84 , pp. 274-283
    • Maruyama, Y.1
  • 25
    • 67649368959 scopus 로고    scopus 로고
    • Generalized Bayes solutions in estimation problems
    • Sacks J. Generalized Bayes solutions in estimation problems. Statistics and Decisions 21 (2003) 69-78
    • (2003) Statistics and Decisions , vol.21 , pp. 69-78
    • Sacks, J.1
  • 26
    • 21844518882 scopus 로고
    • Improving on the James-Stein positive part estimator
    • Shao P., and Strawderman W.E. Improving on the James-Stein positive part estimator. Ann. Statist. 22 (1994) 1517-1539
    • (1994) Ann. Statist. , vol.22 , pp. 1517-1539
    • Shao, P.1    Strawderman, W.E.2
  • 27
    • 67649310418 scopus 로고
    • Simultaneous estimation of location parameters under quadratic loss
    • Shinozaki N. Simultaneous estimation of location parameters under quadratic loss. Ann. Statist. 22 (1994) 233-235
    • (1994) Ann. Statist. , vol.22 , pp. 233-235
    • Shinozaki, N.1
  • 28
    • 0000813561 scopus 로고
    • Inadmissibility of the usual estimator for the mean of a multivariate normal distribution
    • Univ. of California Press
    • Stein C. Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. Proc. Third Berkeley Symposium on Mathematical Statistics and Probability (1956), Univ. of California Press 197-206
    • (1956) Proc. Third Berkeley Symposium on Mathematical Statistics and Probability , pp. 197-206
    • Stein, C.1
  • 29
    • 0011331867 scopus 로고
    • Confidence sets for the mean of a multivariate normal distribution
    • Stein C. Confidence sets for the mean of a multivariate normal distribution. J. Roy. Statist. Soc., Ser. B 24 (1962) 265-296
    • (1962) J. Roy. Statist. Soc., Ser. B , vol.24 , pp. 265-296
    • Stein, C.1
  • 30
    • 0002252252 scopus 로고
    • Estimation of the mean of a multivariate normal distribution
    • Stein C. Estimation of the mean of a multivariate normal distribution. Proc. Prague Symposium Asymptotic Statistics (1973) 345-381
    • (1973) Proc. Prague Symposium Asymptotic Statistics , pp. 345-381
    • Stein, C.1
  • 31
    • 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) 1131-1151
    • (1981) Ann. Statist. , vol.9 , pp. 1131-1151
    • Stein, C.1
  • 32
    • 0000300851 scopus 로고
    • Proper Bayes minimax estimators of multivariate normal mean
    • Strawderman W.E. 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
  • 33
    • 0011473541 scopus 로고
    • Proper Bayes minimax estimators of multivariate normal mean for the case of common unknown variances
    • Strawderman W.E. Proper Bayes minimax estimators of multivariate normal mean for the case of common unknown variances. Ann. Statist. 1 (1973) 1189-1194
    • (1973) Ann. Statist. , vol.1 , pp. 1189-1194
    • Strawderman, W.E.1
  • 34
    • 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. Multivariate Anal. 4 (1974) 255-264
    • (1974) J. Multivariate Anal. , vol.4 , pp. 255-264
    • Strawderman, W.E.1
  • 36
    • 67649326879 scopus 로고    scopus 로고
    • On minimax estimation of a normal mean vector for general quadratic loss
    • Mathematical Statistics & Applications: A Festschrift for Constance van Eeden. Moore M., Froda S., and Leger C. (Eds)
    • Strawderman W.E. On minimax estimation of a normal mean vector for general quadratic loss. In: Moore M., Froda S., and Leger C. (Eds). Mathematical Statistics & Applications: A Festschrift for Constance van Eeden. IMS Monograph Series vol. 42 (2003) 3-14
    • (2003) IMS Monograph Series , vol.42 , pp. 3-14
    • Strawderman, W.E.1
  • 37
    • 11544371640 scopus 로고
    • Admissibility of estimators of the mean vector of a multivariate normal distribution with quadratic loss
    • Strawderman W.E., and Cohen A. Admissibility of estimators of the mean vector of a multivariate normal distribution with quadratic loss. Ann. Math. Statist. 42 (1971) 270-296
    • (1971) Ann. Math. Statist. , vol.42 , pp. 270-296
    • Strawderman, W.E.1    Cohen, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.