Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations

DOI10.1016/0378-3758(94)90111-2zbMath0807.62046OpenAlexW1967443489MaRDI QIDQ1330206

Sanat Kumar Sarkar

Publication date: 1 March 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90111-2

zbMATH Keywords

multivariate normal populationsestimating the common mean vectormutually independent p-dimensional random vectorsStein-type shrinkage estimatorsuniform dominationusual estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical decision theory (62C99)

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