Selecting a minimax estimator doing well at a point

DOI10.1016/0047-259X(86)90091-6zbMath0604.62044MaRDI QIDQ1083151

Zu Kang Zheng

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

minimax estimatorStein estimatordominating estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (4)

Admissibility and minimaxity of Bayes estimators for a normal mean matrix ⋮ Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function ⋮ Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix

Cites Work

• On estimation of matrix of normal mean
• Empirical Bayes on vector observations: An extension of Stein's method
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