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

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[32] A SEQUENTIAL MULTIPLE DECISION PROCEDURE FOR SELECTING THE POPULATION WITH THE LARGEST MEAN FROM KAPPA-NORMAL POPULATIONS WITH A COMMON UNKNOWN-VARIANCE
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[34] Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
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[37] ON THE PROCEDURE OF HODGES AND LEHMANN FOR TESTING COMPOSITE HYPOTHESES OF THE MEAN OF A NORMAL-DISTRIBUTION WITH UNKNOWN-VARIANCE (VOL 19, PG 665, 1990)
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1994, 23 (08) : 2413 - 2416
[38] Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
Zinodiny, S.
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Parsian, A.
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[39] Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
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JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 84 (02) : 274 - 283
[40] PROPER BAYES MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN VECTOR FOR CASE OF COMMON UNKNOWN VARIANCES
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