A pair of estimating equations for a mean vector

DOI10.1016/S0167-7152(00)00092-4zbMath0958.62053OpenAlexW2051816711MaRDI QIDQ1590842

Takemi Yanagimoto

Publication date: 9 April 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00092-4

zbMATH Keywords

empirical Bayeslownesssmoothing methodGCVridge estimatorStein identity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• A natural identity for exponential families with applications in multiparameter estimation
• The Kullback-Leibler risk of the Stein estimator and the conditional MLE
• Smoothing by spline functions.
• The Use of Marginal Likelihood for a Diagnostic Test for the Goodness of Fit of the Simple Linear Regression Model
• A Distributed Lag Estimator Derived from Smoothness Priors
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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