A unified approach to improving equivariant estimators
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Publication:1327842
DOI10.1214/aos/1176325369zbMath0816.62021OpenAlexW2053497734MaRDI QIDQ1327842
Publication date: 29 June 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325369
normal distributioninadmissibilityestimation of varianceexponentialPareto distributionssimultaneous estimationlognormalnoncentral chi-square distributionJames-Stein ruleBrewster-Zidek estimatorbest affine equivariant estimatorsmultinormal mean
Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Statistical decision theory (62C99)
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