FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

被引：112

作者：

EFRON, B

MORRIS, C

机构：

[1] STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305

[2] RAND CORP,1700 MAIN ST,SANTA MONICA,CA 90406

来源：

ANNALS OF STATISTICS | 1976年 / 4卷 / 01期

关键词：

D O I：

10.1214/aos/1176343344

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：11 / 21

页数：11

共 17 条

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ANNALS OF STATISTICS, 1973, 1 (03) :517-525

[3] A FAMILY OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].

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[4]

Baranchik A., 1964, MULTIPLE REGRESSION

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BROWN, LD .

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[6] LIMITING RISK OF BAYES AND EMPIRICAL BAYES ESTIMATORS .2. EMPIRICAL BAYES CASE [J].

EFRON, B ;

MORRIS, C .

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[7] EMPIRICAL BAYES ON VECTOR OBSERVATIONS - EXTENSION OF STEINS METHOD [J].

EFRON, B ;

MORRIS, C .

BIOMETRIKA, 1972, 59 (02) :335-347

[8] DATA-ANALYSIS USING STEINS ESTIMATOR AND ITS GENERALIZATIONS [J].

EFRON, B ;

MORRIS, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) :311-319

[9] STEINS ESTIMATION RULE AND ITS COMPETITORS - EMPIRICAL BAYES APPROACH [J].

EFRON, B ;

MORRIS, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (341) :117-130

[10]

JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361

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