A family of minimax estimators of a multivariate normal mean

DOI10.1016/0167-7152(83)90059-7zbMath0522.62049OpenAlexW1994024115MaRDI QIDQ1056172

Tze Fen Li

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90059-7

zbMATH Keywords

BayesadmissibilityJames-Stein estimatorsminimax estimators of multivariate normal mean

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Minimax estimators of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Generalized james-stein estimatoes
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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