Minimax estimation for certain independent component districutions under welghted squared error loss

DOI10.1080/03610928608829243zbMath0613.62005OpenAlexW2053996495MaRDI QIDQ4720525

William E. Strawderman, Robert Miceli

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829243

zbMATH Keywords

minimaxlocation parametersweighted squared error lossJames-Stein type estimatorsmixture of normal distribution

Mathematics Subject Classification ID

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

Related Items (max. 100)

``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates ⋮ Estimation of location parameters for spherically symmetric distributions

Cites Work

• Simultaneous estimation of location parameters under quadratic loss
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location parameters for certain spherically symmetric distributions

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