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Details for article 11 of 19 found articles
| Title: |
James-stein estimation with constraints on the norm |
| Author: |
Marchand, E. Giri, N.C. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 22 (1993) nr. 10 pages 2903-2924 |
| Year: |
1993 |
| Contents: |
Consider the problem of estimating a multivariate mean 0(pxl), p>3, based on a sample x^ ..., xn with quadratic loss function. We find an optimal decision rule within the class of James-Stein type decision rules when the underlying distribution is that of a variance mixture of normals and when the norm ||0|| is known. When the norm is restricted to a known interval, typically no optimal James-Stein type rule exists but we characterize a minimal complete class within the class of James-Stein type decision rules. We also characterize the subclass of James-Stein type decision rules that dominate the sample mean. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 11 of 19 found articles
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