A unified and broadened class of admissible minimax estimators of a multivariate normal mean

被引：16
|
作者：
Maruyama, Y [1 ]
机构：
[1] Univ Tokyo, Tokyo, Japan
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1998年 / 64卷 / 02期
关键词：
admissible; minimax; multivariate normal mean; generalized Bayes; quadratic loss;
D O I：
10.1006/jmva.1997.1715
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs. (C) 1998 Academic Press.
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页码：196 / 205
页数：10
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