Improved estimators of a location vector with unknown scale parameter

DOI10.1080/03610929008830403zbMath0738.62064OpenAlexW2107100670MaRDI QIDQ3978079

Gina Bravo, K. Brenda MacGibbon

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1080/03610929008830403

zbMATH Keywords

unknown covariance matrixscale mixtures of normal distributionsJames-Stein estimatorsimproved shrinkage estimatorsarbitrary quadratic losslocation vector parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Stein estimation for non-normal spherically symmetric location families in three dimensions

Cites Work

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• Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• On the Admissibility of Invariant Estimators of One or More Location Parameters

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