Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems

Springer Series in Statistics - A Comparison of the Bayesian and Frequentist Approaches to Estimation ◽

10.1007/978-1-4419-5941-6_7 ◽

2010 ◽

pp. 115-122

Author(s):

Francisco J. Samaniego

Keyword(s):

Multivariate Normal

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On the admissibility and nonadmissibility of the usual estimator for the mean of multivariate normal population and conclusions to optimal design

Optimization ◽

10.1080/02331937408842218 ◽

1974 ◽

Vol 5 (7) ◽

pp. 591-597

Author(s):

H. Lätter

Keyword(s):

Optimal Design ◽

Normal Population ◽

Multivariate Normal ◽

Usual Estimator ◽

Multivariate Normal Population ◽

The Mean

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Different Algorithms for Obtaining Upper Bounds to Multivariate Normal Areas Outside of Origin Centered Rectangles Using Joint Marginal Probabilities

10.21236/ada199772 ◽

1988 ◽

Author(s):

Donald R. Hoover

Keyword(s):

Upper Bounds ◽

Multivariate Normal

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Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.1787682 ◽

2012 ◽

Cited By ~ 2

Author(s):

Saurabh Bansal ◽

James Dyer

Keyword(s):

Multivariate Normal ◽

Two Stage ◽

Stochastic Programs

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The Calculation of Multivariate Normal Probabilities Using a Re-Summed Tetrachoric Series Approximation

SSRN Electronic Journal ◽

10.2139/ssrn.2829177 ◽

2016 ◽

Author(s):

Michael A. Clayton

Keyword(s):

Multivariate Normal ◽

Series Approximation

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Absolute and Incomplete Moments of the Multivariate Normal Distribution

Biometrika ◽

10.2307/2333132 ◽

1961 ◽

Vol 48 (1/2) ◽

pp. 77

Author(s):

S. Nabeya

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal

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Covariance between variables and their order statistics for multivariate normal variables

Statistics & Probability Letters ◽

10.1016/0167-7152(94)90223-2 ◽

1994 ◽

Vol 21 (2) ◽

pp. 153-155 ◽

Cited By ~ 9

Author(s):

Yosef Rinott ◽

Ester Samuel-Cahn

Keyword(s):

Order Statistics ◽

Multivariate Normal

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Unbiased estimation of the common mean of a multivariate normal distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610929008830291 ◽

1990 ◽

Vol 19 (5) ◽

pp. 1803-1810 ◽

Cited By ~ 2

Author(s):

K. Krishnamoorthy ◽

Vijay K. Rohatgi

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Unbiased Estimation ◽

Multivariate Normal ◽

Common Mean ◽

The Common

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Shrinkage preliminary test estimation in multivariate normal distributions

Journal of Statistical Computation and Simulation ◽

10.1080/00949659208811437 ◽

1992 ◽

Vol 43 (3-4) ◽

pp. 177-195 ◽

Cited By ~ 19

Author(s):

S.E. Ahmed

Keyword(s):

Preliminary Test ◽

Multivariate Normal ◽

Normal Distributions ◽

Multivariate Normal Distributions ◽

Preliminary Test Estimation

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A note on the characterization of the multivariate normal distribution

Metrika ◽

10.1007/bf01893467 ◽

1979 ◽

Vol 26 (1) ◽

pp. 25-30 ◽

Cited By ~ 1

Author(s):

Sh. Talwalker

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal

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A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2009.05.006 ◽

2009 ◽

Vol 53 (12) ◽

pp. 3932-3947 ◽

Cited By ~ 19

Author(s):

Arnošt Komárek

Keyword(s):

Bayesian Estimation ◽

Censored Data ◽

R Package ◽

Interval Censored Data ◽

Multivariate Normal ◽

Normal Mixtures ◽

Number Of Components ◽

Interval Censored ◽

Selection Of ◽

Multivariate Normal Mixtures

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