scholarly journals Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

1976 ◽  
Vol 4 (1) ◽  
pp. 223-226 ◽  
Author(s):  
James O. Berger
Keyword(s):  
Minimax Estimation ◽  
Quadratic Loss ◽  
Multivariate Normal ◽  
Multivariate Normal Mean ◽  
Normal Mean

scholarly journals Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function

2020 ◽  
pp. 608-621
Author(s):  
Abdenour Hamdaoui ◽  
Abdelkader Benkhaled ◽  
Mekki Terbeche
Keyword(s):  
Loss Function ◽  
General Situation ◽  
Quadratic Loss ◽  
Shrinkage Estimators ◽  
Multivariate Normal ◽  
Multivariate Normal Mean ◽  
The Matrix ◽  
Normal Mean ◽  
Stein Estimator ◽  
The Mean

The problem of estimating the mean of a multivariate normal distribution by different types of shrinkage estimators is investigated. We established the minimaxity of Baranchick-type estimators for identity covariance matrix and the matrix associated to the loss function is diagonal. In particular the class of James-Stein estimator is presented. The general situation for both matrices cited above is discussed

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