The exact mean squared error risks of preliminary test type estimators for the multivariate normal mean

DOI10.1080/03610928708829483zbMath0645.62058OpenAlexW1996074158MaRDI QIDQ3788907

Youngjo Lee

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829483

zbMATH Keywords

preliminary test estimatormultivariate normal meanexact mean squared error risksSclove modified Stein rule estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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