A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
Baranchik, A. J.
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 642-645 / Harvested from Project Euclid
A family of estimators, each of which dominates the "usual" one, is given for the problem of simultaneously estimating means of three or more independent normal random variables which have a common unknown variance. Charles Stein [4] established the existence of such estimators (for the case of a known variance) and later, with James [3], exhibited some, both for the case of unknown common variances considered here and for other cases as well. Alam and Thompson [1] have also obtained estimators which dominate the usual one. The class of estimators given in this paper contains those of James and Stein and also those of Alam and Thompson.
Publié le : 1970-04-14
Classification: 
@article{1177697104,
     author = {Baranchik, A. J.},
     title = {A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 642-645},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697104}
}
Baranchik, A. J. A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  642-645. http://gdmltest.u-ga.fr/item/1177697104/