期刊論文
| 學年 | 85 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 1997-01-01 |
| 作品名稱 | Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation |
| 作品名稱（其他語言） | |
| 著者 | Lin, Jyh-jiuan; 林志娟; Pal, Nabendu; Chang, Ching-hui |
| 單位 | 淡江大學統計學系 |
| 出版者 | Abingdon: Taylor & Francis |
| 著錄名稱、卷期、頁數 | Statistics 30(2), pp.99-125 |
| 摘要 | Consider the problem of estimating a normal mean vector when i.i.d observations are available from a p-dimensional normal distribution with an unknown mean vector and an unknown diagonal dispersion matrix proportional to the identity matrix. By using the improved variance estimation techniques we propose wide classes of shrinkage mean estimators which are uniformly better than the James-Stein estimator. Some of our improved mean estimators are completely new and are not covered by Kubokawa's (1994; A Unified Approach to Improving Equivariant Estimators. Annals of Statistics) result. Numerical results are provided to study the risk performance of some of these improved mean estimators. |
| 關鍵字 | Primary 62F10; Secondary 62J07; Admissibility; loss function; risk function; shrinkage estimation |
| 語言 | en |
| ISSN | 0233-1888 |
| 期刊性質 | |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Nabendu Pal |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/69170 ) |