Estimation of a mean vector in a two-sample problem

DOI10.1006/JMVA.1993.1060zbMath0780.62045OpenAlexW2013096130MaRDI QIDQ689347

François Perron

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1060

zbMATH Keywords

James-Stein estimatorshrinkage estimatorminimax estimatorsindependent variablespreliminary test estimatorempirical Bayes estimator

Mathematics Subject Classification ID

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

Related Items (2)

Shrinkage estimation of a mean vector in a two-sample problem ⋮ Bayesian simultaneous estimation for means in \(k\)-sample problems

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