Estimation of a parameter vector when some components are restricted

DOI10.1016/S0047-259X(02)00045-3zbMath1021.62043MaRDI QIDQ1400140

Idir Ouassou, William E. Strawderman, Dominique Fourdrinier

Publication date: 13 August 2003

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

zbMATH Keywords

RobustnessJames-Stein estimationSpherical symmetryLocation parameterMinimaxityQuadratic loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Estimation of a parameter vector restricted to a cone ⋮ New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss ⋮ Simultaneous estimation of restricted means via the Gauss divergence theorem ⋮ Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint ⋮ Simultaneous estimation of restricted location parameters based on permutation and sign-change ⋮ Quadratic loss estimation when certain components of the location parameter are positive ⋮ A unified and generalized set of shrinkage bounds on minimax Stein estimates ⋮ Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm ⋮ Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss ⋮ A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal

Cites Work

• Equivariant estimation in a model with an ancillary statistic
• A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
• On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
• Shrinkage estimators under spherical symmetry for the general linear model
• Estimation of a parameter vector restricted to a cone
• On the best equivariant estimator of mean of a multivariate normal population
• James-stein estimation with constraints on the norm
• Estimation of a multivariate mean with constraints on the norm
• Estimation of the mean of a spherically symmetric distribution with constraints on the norm
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