Estimation of a multivariate mean with constraints on the norm

DOI10.2307/3315700zbMath0787.62060OpenAlexW2111948624MaRDI QIDQ4280405

Éric Marchand

Publication date: 14 March 1994

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315700

zbMATH Keywords

sensitivitynormriskconstraintsspherical distributionbest equivariant estimatorbest linear estimatorsharp lower bound for the risk functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (9)

Estimation of the mean of a spherically symmetric distribution with constraints on the norm ⋮ Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance ⋮ Estimation of a parameter vector when some components are restricted ⋮ On shrinkage to interval estimators of the binomial p ⋮ Truncated linear estimation of a bounded multivariate normal mean ⋮ Improving on the mle of a bounded location parameter for spherical distributions ⋮ Ridge regression and asymptotic minimax estimation over spheres of growing dimension ⋮ Estimating a bounded parameter for symmetric distributions ⋮ On the minimax estimator of a bounded normal mean.

Cites Work

• On the estimation of a restricted normal mean
• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Minimax estimation of location vectors for a wide class of densities
• Modified Bessel functions and their applications in probability and statistics
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of a multivariate mean with constraints on the norm