SHRINKAGE ESTIMATION IN A RESTRICTED PARAMETER SPACE

被引：0

作者：

SENGUPTA, D

SEN, PK

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,AMES,IA 50011

[2] UNIV N CAROLINA,SCH PUBL HLTH,DEPT BIOSTAT,CHAPEL HILL,NC 27599

来源：

SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A | 1991年 / 53卷

关键词：

ADMISSIBILITY; POSITIVELY HOMOGENEOUS CONE; POSITIVE-RULE ESTIMATORS; QUADRATIC LOSS; RESTRICTED MLE; STEIN-RULE ESTIMATORS; STEIN-TYPE IDENTITY;

D O I：

暂无

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：

For the multivariate normal mean model when the parameter is restricted to a positively homogeneous cone, Stein-rule or shrinkage versions of restricted maximum likelihood estimators RSMLE are considered, and under suitable quadratic loss, their dominance properties are studied systematically. Some applications to linear models are also considered.

引用

页码：389 / 411

页数：23

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