Minimax estimation of means of multivariate normal mixtures

DOI10.1016/0047-259X(90)90021-9zbMath0706.62053OpenAlexW2059612361MaRDI QIDQ918603

William E. Strawderman, Jine-Phone Chou

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90021-9

zbMATH Keywords

minimax estimatorsquadratic lossunbiased estimator of risknormal mixture distributionmeans of independent normal random variablesStein class of limited translation estimatorsStein estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Related Items (5)

Shrinkage estimators of the location parameter for certain spherically symmetric distributions ⋮ Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution ⋮ Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss ⋮ A note on classical Stein-type estimators in elliptically contoured models ⋮ Estimation under \(\ell_{1}\)-symmetry

Cites Work

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• An identity for multidimensional continuous exponential families and its applications
• Estimation of the mean of a multivariate normal distribution
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• A natural identity for exponential families with applications in multiparameter estimation
• Minimax estimation of location parameters for certain spherically symmetric distributions
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Minimax Adaptive Generalized Ridge Regression Estimators

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