Multiple-shrinkage estimators of means in exponential families

DOI10.2307/3315415zbMath0714.62021OpenAlexW2122507222MaRDI QIDQ3200385

Kam-Wah Tsui, Fanny Ki

Publication date: 1990

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315415

zbMATH Keywords

simulationrisk reductionscombined shrinkage estimatordata-weighted averagesmuliple-shrinkage estimatorsmultivariate- normal mean estimationseparate shrinkage estimatorsimultaneous estimation of the means of several one-parameter exponential families

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Cites Work

• Combining coordinates in simultaneous estimation of normal means
• Minimax multiple shrinkage estimation
• Estimation of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• Combining Minimax Shrinkage Estimators
• The superharmonic condition for simultaneous estimation of means in exponential familles
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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