Set-induced minimax estimators for a multivariate normal mean.

DOI10.1016/S0378-3758(02)00505-0zbMath1038.62032OpenAlexW2089272465MaRDI QIDQ1427797

Yu-Ling Tseng

Publication date: 14 March 2004

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00505-0

zbMATH Keywords

Minimax estimatorMultivariate normal meanShrinkage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Shrinkage confidence intervals for the normal mean: Using a guess for greater efficiency

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
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• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Data Analysis Using Stein's Estimator and its Generalizations
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• The Conditional Level of Student's $t$ Test
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Note on a Conditional Property of Student's $t^1$

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