Shrinkage estimation of a mean vector in a two-sample problem

DOI10.1080/03610929508831656zbMath0875.62221OpenAlexW1990890585MaRDI QIDQ4337109

Chun Jin

Publication date: 19 May 1997

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

Full work available at URL: https://doi.org/10.1080/03610929508831656

zbMATH Keywords

shrinkage estimatorminimax estimatornormal mean vectorquadraticloss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Estimation of a mean vector in a two-sample problem
• Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems
• Minimax estimation of location vectors for a wide class of densities
• Families of minimax estimators of the mean of a multivariate normal distribution

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