A family of dominating minimax estimators of a multivariate normal mean

DOI10.1016/0167-7152(84)90018-XzbMath0554.62008OpenAlexW1968737120MaRDI QIDQ760104

Tze Fen Li

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90018-x

zbMATH Keywords

minimax estimatorsidentity covariance matrixmean vectordominating estimatorsp-variate normal distributionsquared error estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cites Work

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• A natural identity for exponential families with applications in multiparameter estimation
• Generalized james-stein estimatoes
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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