IMPROVED SHRINKAGE ESTIMATORS FOR THE MEAN VECTOR OF A SCALE MIXTURE OF NORMALS WITH UNKNOWN-VARIANCE

被引：5

作者：

BRAVO, G

MACGIBBON, B

机构：

[1] UNIV SHERBROOKE,FAC SCI,DEPT MATH & INFORMAT,SHERBROOKE J1K 2R1,QUEBEC,CANADA

[2] CONCORDIA UNIV,DEPT DECIS SCI & MANAGEMENT INFORMAT SYST,MONTREAL H3G 1M8,QUEBEC,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1988年 / 16卷 / 03期

关键词：

D O I：

10.2307/3314730

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：

引用

页码：237 / 245

页数：9

共 48 条

[21] NECESSARY CONDITION FOR ADMISSIBILITY AND ITS CONSEQUENCES FOR SHRINKAGE ESTIMATORS OF THE MEAN OF A NORMAL VECTOR
FRAISSE, AM
RAOULT, JP
ROBERT, C
ROY, M
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1990, 18 (03): : 213 - 220
[22] Improved prediction for a multivariate normal distribution with unknown mean and variance
Kato, Kengo
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2009, 61 (03) : 531 - 542
[23] Improved prediction for a multivariate normal distribution with unknown mean and variance
Kengo Kato
Annals of the Institute of Statistical Mathematics, 2009, 61 : 531 - 542
[24] Improved estimators of the entropy in scale mixture of exponential distributions
Petropoulos, Constantinos
Patra, Lakshmi Kanta
Kumar, Somesh
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020, 34 (03) : 580 - 593
[25] Improved estimators for functions of scale parameters in mixture models
Lakshmi Kanta Patra
Somesh Kumar
Constantinos Petropoulos
Journal of the Korean Statistical Society, 2021, 50 : 918 - 954
[26] Improved estimators for functions of scale parameters in mixture models
Patra, Lakshmi Kanta
Kumar, Somesh
Petropoulos, Constantinos
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2021, 50 (04) : 918 - 954
[27] ASYMPTOTIC RISK BEHAVIOR OF MEAN VECTOR AND VARIANCE ESTIMATORS AND THE PROBLEM OF POSITIVE NORMAL-MEAN
RUKHIN, AL
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1992, 44 (02) : 299 - 311
[28] A COMPARISON OF THE PERFORMANCES OF PROCEDURES FOR SELECTING THE NORMAL POPULATION HAVING THE LARGEST MEAN WHEN THE POPULATIONS HAVE A COMMON UNKNOWN-VARIANCE
BECHHOFER, RE
DUNNETT, CW
GOLDSMAN, DM
HARTMANN, M
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1990, 19 (03) : 971 - 1006
[29] On admissible estimation of a mean vector when the scale is unknown
Maruyama, Yuzo
Strawderman, William E.
BERNOULLI, 2023, 29 (01) : 153 - 180
[30] Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
Park, Junyong
STATISTICS & PROBABILITY LETTERS, 2014, 93 : 1 - 6

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