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Volumn 100, Issue 10, 2009, Pages 2331-2336

On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix

Author keywords

Admissibility; Baranchik class

Indexed keywords


EID: 70249131827     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.03.008     Document Type: Article
Times cited : (4)

References (11)
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    • Estimation, prediction and the Stein phenomenon under divergence loss
    • Ghosh M., Mergel V., and Datta G.S. Estimation, prediction and the Stein phenomenon under divergence loss. J. Multivariate Anal. 99 (2008) 1941-1961
    • (2008) J. Multivariate Anal. , vol.99 , pp. 1941-1961
    • Ghosh, M.1    Mergel, V.2    Datta, G.S.3
  • 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
    • 0002215069 scopus 로고
    • On a measure of divergence between two statistical populations defined by their probability distributions
    • Bhattacharyya A.K. On a measure of divergence between two statistical populations defined by their probability distributions. Bull. Calcutta Math. Soc. 35 (1943) 99-109
    • (1943) Bull. Calcutta Math. Soc. , vol.35 , pp. 99-109
    • Bhattacharyya, A.K.1
  • 4
    • 84941476533 scopus 로고
    • Neue Begründung der Theorie quadratischen Formen von unendlichen vielen Veränderlichen
    • Hellinger E. Neue Begründung der Theorie quadratischen Formen von unendlichen vielen Veränderlichen. J. Reine Angew. Math. 136 (1909) 210-271
    • (1909) J. Reine Angew. Math. , vol.136 , pp. 210-271
    • Hellinger, E.1
  • 5
    • 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
  • 6
    • 33744815939 scopus 로고    scopus 로고
    • Improved minimax predictive densities under Kullback-Leibler loss
    • George E.I., Liang F., and Xu X. Improved minimax predictive densities under Kullback-Leibler loss. Ann. Statist. 34 (2008) 78-91
    • (2008) Ann. Statist. , vol.34 , pp. 78-91
    • George, E.I.1    Liang, F.2    Xu, X.3
  • 7
    • 0000344740 scopus 로고
    • Differential geometry of curved exponential families-curvatures and information loss
    • Amari S. Differential geometry of curved exponential families-curvatures and information loss. Ann. Statist. 10 (1982) 357-387
    • (1982) Ann. Statist. , vol.10 , pp. 357-387
    • Amari, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.