Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression

Communication in Statistics- Theory and Methods ◽

10.1080/03610928308828645 ◽

1983 ◽

Vol 12 (24) ◽

pp. 2861-2869

Author(s):

Edward A. Cooley ◽

Pi-Erh Lin

Keyword(s):

Ridge Regression ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances

The Annals of Statistics ◽

10.1214/aos/1176342567 ◽

1973 ◽

Vol 1 (6) ◽

pp. 1189-1194 ◽

Author(s):

William E. Strawderman

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

Normal Mean ◽

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177693528 ◽

1971 ◽

Vol 42 (1) ◽

pp. 385-388 ◽

Author(s):

William E. Strawderman

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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Set-induced minimax estimators for a multivariate normal mean

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(02)00505-0 ◽

2004 ◽

Vol 121 (1) ◽

pp. 53-64 ◽

Author(s):

Yu-Ling Tseng

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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A NEW CLASS OF MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN VECTORS UNDER BALANCED LOSS FUNCTION

Statistics & Risk Modeling ◽

10.1524/strm.1999.17.3.255 ◽

1999 ◽

Vol 17 (3) ◽

Author(s):

Dipak K. Dey ◽

Chansoo Kim ◽

Younshik Chung

Keyword(s):

Loss Function ◽

Multivariate Normal ◽

Balanced Loss Function ◽

New Class ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

Normal Mean ◽

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Generalized Bayes Minimax Estimators of the Multivariate Normal Mean with Unknown Covariance Matrix

The Annals of Statistics ◽

10.1214/aos/1193342390 ◽

1973 ◽

Vol 1 (1) ◽

pp. 142-145 ◽

Author(s):

Pi-Erh Lin ◽

Hui-Liang Tsai

Keyword(s):

Covariance Matrix ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Generalized Bayes ◽

Minimax Estimators ◽

Normal Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Proper bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02481043 ◽

1982 ◽

Vol 34 (3) ◽

pp. 441-456 ◽

Author(s):

Pi-Erh Lin ◽

Amany Mousa

Keyword(s):

Loss Function ◽

Multivariate Normal ◽

Common Variance ◽

Multivariate Normal Mean ◽

Convex Loss Function ◽

Minimax Estimators ◽

Normal Mean ◽

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Admissible minimax estimators of the multivariate normal mean with squared error loss

Communication in Statistics- Theory and Methods ◽

10.1080/03610927408827107 ◽

1974 ◽

Vol 3 (1) ◽

pp. 95-99

Author(s):

Pi-Eih Lin

Keyword(s):

Multivariate Normal ◽

Squared Error Loss ◽

Squared Error ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean

Journal of Multivariate Analysis ◽

10.1006/jmva.1997.1715 ◽

1998 ◽

Vol 64 (2) ◽

pp. 196-205 ◽

Author(s):

Yuzo Maruyama

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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Admissible Minimax Estimators of the Multivariate Normal Mean with Squared Error Loss

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548452 ◽

1974 ◽

Vol 3 (1) ◽

pp. 95-99

Author(s):

P. -E. Lin

Keyword(s):

Multivariate Normal ◽

Squared Error Loss ◽

Squared Error ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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A family of dominating minimax estimators of a multivariate normal mean

Statistics & Probability Letters ◽

10.1016/0167-7152(84)90018-x ◽

1984 ◽

Vol 2 (4) ◽

pp. 215-217

Author(s):

Tze Fen Li

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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