Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
2020 ◽
pp. 608-621
Keyword(s):
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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2021 ◽
pp. 301-312
2021 ◽
pp. 711-727
1980 ◽
Vol 75
(372)
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pp. 973
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1990 ◽
Vol 44
(1-2)
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pp. 189-213
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1983 ◽
Vol 25
(3)
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pp. 463-466
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1976 ◽
Vol 6
(2)
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pp. 256-264
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