Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications

DOI10.1080/03610920500439430zbMath1088.62006OpenAlexW2133651288MaRDI QIDQ5201478

Hitoshi Koyano

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500439430

zbMATH Keywords

decision theoryshrinkage estimationsmall area estimationempirical Bayes estimatormultivariate mixed linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• An identity for the Wishart distribution with applications
• Estimation of the mean of a multivariate normal distribution
• Estimating covariance matrices
• Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances
• Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal
• The Estimation of the Mean Squared Error of Small-Area Estimators

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