Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix

The Annals of Statistics ◽

10.1214/aos/1176343898 ◽

1977 ◽

Vol 5 (4) ◽

pp. 763-771 ◽

Author(s):

J. Berger ◽

M. E. Bock ◽

L. D. Brown ◽

G. Casella ◽

L. Gleser

Keyword(s):

Covariance Matrix ◽

Minimax Estimation ◽

Quadratic Loss ◽

Normal Mean ◽

Unknown Covariance ◽

Mean Vector ◽

Unknown Covariance Matrix

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A CLASS OF MINIMAX ESTIMATORS OF A NORMAL MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE MATRIX

Statistics & Risk Modeling ◽

10.1524/strm.1983.1.2.105 ◽

1983 ◽

Vol 1 (2) ◽

Author(s):

L. R. Haff ◽

James Berger

Keyword(s):

Covariance Matrix ◽

Quadratic Loss ◽

Minimax Estimators ◽

Normal Mean ◽

Unknown Covariance ◽

Mean Vector ◽

Unknown Covariance Matrix

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Minimax Estimators of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix

The Annals of Statistics ◽

10.1214/aos/1176350184 ◽

1986 ◽

Vol 14 (4) ◽

pp. 1625-1633 ◽

Author(s):

Leon Jay Gleser

Keyword(s):

Covariance Matrix ◽

Quadratic Loss ◽

Minimax Estimators ◽

Normal Mean ◽

Unknown Covariance ◽

Mean Vector ◽

Unknown Covariance Matrix

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Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2009.04.009 ◽

2009 ◽

Vol 100 (10) ◽

pp. 2296-2304 ◽

Author(s):

Hisayuki Tsukuma

Keyword(s):

Covariance Matrix ◽

Minimax Estimation ◽

Generalized Bayes ◽

Normal Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Minimax Estimation of a Normal Mean Vector When the Covariance Matrix is Unknown

The Annals of Statistics ◽

10.1214/aos/1176344733 ◽

1979 ◽

Vol 7 (4) ◽

pp. 838-846 ◽

Author(s):

Leon Jay Gleser

Keyword(s):

Covariance Matrix ◽

Minimax Estimation ◽

Normal Mean ◽

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Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix

Communication in Statistics- Theory and Methods ◽

10.1080/03610929608831877 ◽

1996 ◽

Vol 25 (12) ◽

pp. 2875-2900 ◽

Author(s):

Nariaki Sugiura ◽

Yoshiharu Takagi

Keyword(s):

Covariance Matrix ◽

Positive Part ◽

Normal Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2011.633727 ◽

2013 ◽

Vol 42 (1) ◽

pp. 183-201

Author(s):

T. Imada

Keyword(s):

Covariance Matrix ◽

Normal Mean ◽

Mean Vectors ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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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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On minimax estimation of a normal mean vector for general quadratic loss

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Mathematical statistics and applications ◽

10.1214/lnms/1215091927 ◽

2003 ◽

pp. 3-14

Author(s):

William E. Strawderman

Keyword(s):

Minimax Estimation ◽

Quadratic Loss ◽

Normal Mean ◽

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Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions

Statistics & Probability Letters ◽

10.1016/j.spl.2013.05.021 ◽

2013 ◽

Vol 83 (9) ◽

pp. 2052-2056 ◽

Author(s):

S. Zinodiny ◽

S. Rezaei ◽

O. Naghshineh Arjmand ◽

S. Nadarajah

Keyword(s):

Minimax Estimation ◽

Loss Functions ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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EMPIRICAL BAYES MINIMAX ESTIMATORS OF MATRIX NORMAL MEANS FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE MATRIX

Statistics & Risk Modeling ◽

10.1524/strm.1993.11.4.317 ◽

1993 ◽

Vol 11 (4) ◽

Author(s):

Gwowen Shieh

Keyword(s):

Covariance Matrix ◽

Empirical Bayes ◽

Quadratic Loss ◽

Normal Means ◽

Minimax Estimators ◽

Matrix Normal ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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