James–Stein type estimators for ordered normal means

DOI10.1080/00949650412331272877zbMath1069.62008OpenAlexW2065135796MaRDI QIDQ5312746

Neeraj Misra, Yogesh Mani Tripathi, Somesh Kumar

Publication date: 25 August 2005

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

Full work available at URL: https://doi.org/10.1080/00949650412331272877

zbMATH Keywords

Maximum likelihood estimatorPitman estimatorOrdered parametersGeneralized Bayes estimatorJames-Stein estimator, translation invarianceMixed estimators

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

Related Items (5)

A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean ⋮ Estimation of order restricted standard deviations of normal populations with a common mean ⋮ Robustness of a truncated estimator for the smaller of two ordered means ⋮ Shrinkage estimation for the mean of the inverse Gaussian population

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