Monotonicity of risk for a shrinkage estimator of a multivariate normal mean

DOI10.1080/03610928808829636zbMath0644.62061OpenAlexW2074538663MaRDI QIDQ3787307

Tatsuya Kubokawa

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829636

zbMATH Keywords

James-Stein estimatormaximum likelihood estimatorshrinkage estimatorsrisk functionsnormal meannoncentrality parametersmonotone nondecreasing

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (1)

Estimating risk and the mean squared error matrix in Stein estimation

Cites Work

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• Families of minimax estimators of the mean of a multivariate normal distribution
• Combining Minimax Shrinkage Estimators
• Precision of individual estimators in simultaneous estimation of parameters
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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