Minimax estimation of the mean of the multivariate normal distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2015.1019146 ◽

2016 ◽

Vol 46 (3) ◽

pp. 1422-1432

Author(s):

S. Zinodiny ◽

S. Rezaei ◽

S. Nadarajah

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Minimax Estimation ◽

Multivariate Normal ◽

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A property of Stein's estimator for the mean of a multivariate normal distribution

Statistica Neerlandica ◽

10.1111/j.1467-9574.1976.tb00262.x ◽

1976 ◽

Vol 30 (1) ◽

pp. 1-5 ◽

Author(s):

V. Susarla

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

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Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.02.016 ◽

2008 ◽

Vol 99 (10) ◽

pp. 2208-2220 ◽

Author(s):

Martin T. Wells ◽

Gongfu Zhou

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Unknown Variance ◽

Generalized Bayes ◽

Minimax Estimators ◽

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On the estimation of the mean vector of a multivariate normal distribution under symmetry

Communication in Statistics- Theory and Methods ◽

10.1080/03610929208830877 ◽

1992 ◽

Vol 21 (6) ◽

pp. 1759-1778

Author(s):

S.E. Ahmed ◽

S.O. Badahdah

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

The Mean ◽

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Restricted risk Bayes estimation for the mean of the multivariate normal distribution

Journal of Multivariate Analysis ◽

10.1016/0047-259x(88)90036-x ◽

1988 ◽

Vol 24 (2) ◽

pp. 207-217

Author(s):

Shun-Yu Chen

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Bayes Estimation ◽

Multivariate Normal ◽

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Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution

Journal of Multivariate Analysis ◽

10.1006/jmva.1998.1794 ◽

1999 ◽

Vol 68 (2) ◽

pp. 250-263 ◽

Author(s):

N. Mukhopadhyay

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Confidence Region ◽

Second Order ◽

Multivariate Normal ◽

Two Stage ◽

The Mean ◽

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A family of admissible minimax estimators of the mean of a multivariate, normal distribution

Canadian Journal of Statistics ◽

10.2307/3314801 ◽

1986 ◽

Vol 14 (3) ◽

pp. 245-250 ◽

Author(s):

Tze Fen Li ◽

Dinesh S. Bhoj

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

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Power of the likelihood ratio test on the mean vector of the multivariate normal distribution with missing observations

10.1093/biomet/60.2.365 ◽

1973 ◽

Vol 60 (2) ◽

pp. 365-368 ◽

Author(s):

DONALD F. MORRISON ◽

DINESH S. BHOJ

Keyword(s):

Normal Distribution ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Multivariate Normal Distribution ◽

Missing Observations ◽

Multivariate Normal ◽

The Mean ◽

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Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function

Statistics & Probability Letters ◽

10.1016/0167-7152(94)00172-5 ◽

1995 ◽

Vol 24 (3) ◽

pp. 205-211 ◽

Author(s):

Nabendu Pal ◽

Chiahua Ling

Keyword(s):

Normal Distribution ◽

Loss Function ◽

Multivariate Normal Distribution ◽

Minimax Estimation ◽

Multivariate Normal ◽

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INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

Contribution to the Theory of Statistics ◽

10.1525/9780520313880-018 ◽

1956 ◽

pp. 197-206 ◽

Author(s):

Charles Stein

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Usual Estimator ◽

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On confidence sequences for the mean vector of a multivariate normal distribution

Journal of Multivariate Analysis ◽

10.1016/0047-259x(78)90032-5 ◽

1978 ◽

Vol 8 (4) ◽

pp. 550-558 ◽

Author(s):

Rasul A Khan

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

The Mean ◽

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