A minimum average risk approach to shrinkage estimators of the normal mean

DOI10.1007/BF00049401zbMath0698.62029MaRDI QIDQ912518

Chien-Pai Han, Doyle L. Hawkins

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

quadratic programmingHilbert spacemean square errorshrinkage estimatorspreliminary test estimatorsrobustness propertynormal meanaverage riskoptimal weight functionconjugate normal priorsMSE efficiencynon-parametric family of weight functionsposterior mean estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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• A minimax regret estimator of a normal mean after preliminary test
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• A class of shrunken estimators for normal mean
• Estimation of the Mean by Shrinkage to a Point

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