scholarly journals Simultaneous estimation of normal means with side information

2021 ◽  
Author(s):  
Sihai Dave Zhao
Keyword(s):  
Side Information ◽  
Simultaneous Estimation ◽  
Normal Means

Heuristic Procedures for Simultaneous Estimation of Several Normal Means

1988 ◽  
Vol 2 (1) ◽  
pp. 95-113 ◽  
Author(s):  
Chi-Hyuck Jun
Keyword(s):  
Normal Distribution ◽  
Simultaneous Estimation ◽  
Shrinkage Estimators ◽  
Squared Error Loss ◽  
Limiting Behavior ◽  
Normal Distributions ◽  
Squared Error ◽  
Normal Means ◽  
Heuristic Procedures ◽  
Estimation Problems

Simultaneous estimation problems that deal with the estimation of several means for normal distributions are considered under the squared-error loss. Heuristic procedures are presented which can be applied to parameter estimation problems for a wide class of distributions specified only by their means and variances. Explicit results are obtained for the heuristic shrinkage estimators in the normal distribution case. Limiting behavior of the relative risk savings of these estimators is studied. The performances of the proposed estimators for normal distribution means are compared with other existing estimators by a computer simulation.

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