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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Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

10.1080/02331889708802604 ◽

1997 ◽

Vol 30 (2) ◽

pp. 99-125 ◽

Author(s):

Jyh-Jiuan Lin ◽

Nabendu Pal ◽

Ching-Hui Chang

Keyword(s):

Multivariate Normal ◽

Variance Estimators ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Vector Estimation ◽

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Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2011.04.008 ◽

2011 ◽

Vol 102 (9) ◽

pp. 1256-1262 ◽

Author(s):

S. Zinodiny ◽

W.E. Strawderman ◽

A. Parsian

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Unknown Variance ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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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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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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Estimation of a common multivariate normal mean vector

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00121653 ◽

1991 ◽

Vol 43 (4) ◽

pp. 761-771 ◽

Author(s):

K. Krishnamoorthy

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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Bayes minimax estimation of the multivariate normal mean vector under balanced loss function

Statistics & Probability Letters ◽

10.1016/j.spl.2014.06.022 ◽

2014 ◽

Vol 93 ◽

pp. 96-101 ◽

Author(s):

S. Zinodiny ◽

S. Rezaei ◽

S. Nadarajah

Keyword(s):

Loss Function ◽

Minimax Estimation ◽

Multivariate Normal ◽

Balanced Loss Function ◽

Multivariate Normal Mean ◽

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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