A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution

DOI10.1080/00949657408810083zbMath0291.62040OpenAlexW1974115010MaRDI QIDQ4042474

S. J. Kamat, Harry F. Martz

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/00949657408810083

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10)

Related Items (1)

On the risk performance of extended sequence compound rules for classification between N(–1, 1) and N(1, 1)^†

Cites Work

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• Estimation of a multivariate density
• Smooth empirical Bayes estimation for one-parameter discrete distributions
• Empirical Bayes estimation for the Poisson distribution
• The use of empirical Bayes estimators in a linear regression model
• Empirical Bayes estimators in a multiple linear regression model
• A continuous empirical Bayes smoothing technique

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