On a shrinkage estimator of a normal common mean vector

DOI10.1016/0047-259X(92)90093-UzbMath0743.62042MaRDI QIDQ1190561

S. Singh

Publication date: 26 September 1992

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

zbMATH Keywords

Poisson distributionshrinkage estimatorsquared error lossdominationindependent normal vectors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (2)

Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ Unbiased equivariant estimation of a common normal mean vector with one observation from each population

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Shrinkage domination in a multivariate common mean problem
• Unnamed Item

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