Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
From MaRDI portal
Publication:2061464
DOI10.1186/s13660-018-1919-0zbMath1498.62107OpenAlexW2902723488WikidataQ60309305 ScholiaQ60309305MaRDI QIDQ2061464
Mahmoud Afshari, Mohammad Arashi, Hamid Karamikabir
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1919-0
shrinkage estimatorrestricted estimatorspherical distributionBaranchik-type estimatorbalance loss function
Related Items (6)
New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss ⋮ Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
Cites Work
- Unnamed Item
- Unnamed Item
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
- A unified minimax result for restricted parameter spaces
- Truncated linear estimation of a bounded multivariate normal mean
- All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
- A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
- Estimation of the mean of a multivariate normal distribution
- Estimation of a parameter vector when some components are restricted
- On improved shrinkage estimators for concave loss
- Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
- Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
- On estimation with weighted balanced-type loss function
- Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
- Simultaneous estimation of \(p\) positive normal means with common unknown variance
- An Introduction to Applied Multivariate Analysis with R
- Constrained Statistical Inference
- Estimation of the mean of a spherically symmetric distribution with constraints on the norm
- Shrinkage estimator of regression model under asymmetric loss
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
This page was built for publication: Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
