Estimation of the mean vector of a multivariate normal distribution under symmetry

DOI10.1080/00949659008811244zbMath0738.62062OpenAlexW1990504555MaRDI QIDQ3971506

Abdunnabi M. Ali, A. K. Md. Ehsanes Saleh

Publication date: 25 June 1992

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659008811244

zbMATH Keywords

efficiencyStein-rule estimatornormal distributionunknown covariance matrixquadratic lossrisk functionmean vectorpreliminary test estimationrestricted MLEunrestricted maximum likelihood estimatorcomparative propertiesmodified PTMLEpositive-rule shrinkage MLEpreliminary test MLEshrinkage MLE

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

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Pooling multivariate data under W, LR and LM tests ⋮ Double shrunken selection operator ⋮ Improved mixed model for longitudinal data analysis using shrinkage method ⋮ Comparison of estimators of means based on p-samples from multivariate student-t population ⋮ Shrinkage Estimators of Intercept Parameters of Two Simple Regression Models with Suspected Equal Slopes ⋮ Optimum Critical Value for Pre-Test Estimator ⋮ On the estimation of the mean vector of a multivariate normal distribution under symmetry

Cites Work

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• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution