Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean

DOI10.1007/BF02491448zbMath0612.62079MaRDI QIDQ1088339

Yasushi Nagata, Taichi Inaba

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

model selectionloss functionKullback-Leibler informationAICAkaike's information criterionmultivariate normalpreliminary test estimatorMinimax propertyvague information

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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Cites Work

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• Asymptotic properties of maximum likelihood estimators based on conditional specification
• Admissibility of some preliminary test estimators for the mean of normal distribution
• Minimaxity of a preliminary test estimator for the mean of normal distribution
• Two errors in statistical model fitting
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution