Tail minimaxity in location vector problems and its applications
From MaRDI portal
Publication:1223882
DOI10.1214/aos/1176343346zbMath0322.62008OpenAlexW2136264471MaRDI QIDQ1223882
Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343346
Multivariate analysis (62H99) Point estimation (62F10) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)
Related Items (14)
Lectures on the theory of estimation of many parameters ⋮ A conversation with Larry Brown ⋮ SHRINKAGE EFFICIENCY BOUNDS ⋮ Stein's idea and minimax admissible estimation of a multivariate normal mean ⋮ Asymptotic variance estimation in multivariate distributions ⋮ Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix ⋮ An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed ⋮ A new class of minimax generalized Bayes estimators of a normal variance ⋮ Minimax estimation with thresholding and its application to wavelet analysis ⋮ Minimax estimation of a multivariate normal mean under polynomial loss ⋮ Some finite sample properties of generalized ridge regression estimators ⋮ Mean square error behavior for prediction in linear regression models ⋮ On simultaneous estimation of parametric functions in a contingency table ⋮ Necessary conditions for dominating the James-Stein estimator
This page was built for publication: Tail minimaxity in location vector problems and its applications
