A family of dominating minimax estimators of a multivariate normal mean
type: Item
instance of: scholarly article
title: A family of dominating minimax estimators of a multivariate normal mean
zbMATH Open document ID: 0554.62008
DOI: 10.1016/0167-7152(84)90018-X
author: Tze Fen Li
published in: Statistics \& Probability Letters
publication date: 1984-01-01T00:00:00Z
review text: Let X have a p-variate normal distribution with mean vector \(\theta\) and identity covariance matrix I. In the squared error estimation of \(\theta\), \textit{A. J. Baranchik} [Ann. Math. Stat. 41, 642-645 (1970; Zbl 0204.525)] gives a wide family \({\mathcal G}\) of minimax estimators. In this paper, a subfamily C of dominating estimators in \({\mathcal G}\) is found such that for each estimator \(\delta_ 1\) in \({\mathcal G}\) not in C, there exists an estimator \(\delta_ 2\) in C which dominates \(\delta_ 1\).
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
zbMATH DE Number: 3883388
zbMATH Keywords: p-variate normal distribution
zbMATH Keywords: mean vector
zbMATH Keywords: identity covariance matrix
zbMATH Keywords: squared error estimation
zbMATH Keywords: minimax estimators
zbMATH Keywords: dominating estimators
MaRDI profile type: Publication
cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
cites work: Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
cites work: A natural identity for exponential families with applications in multiparameter estimation
cites work: Q3185327
cites work: Generalized james-stein estimatoes
cites work: Q5538618
cites work: Proper Bayes Minimax Estimators of the Multivariate Normal Mean
full work available at URL: 0167-7152(84)90018-x
OpenAlex ID: W1968737120
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description: scientific article; zbMATH DE number 3883388