Estimateurs à rétrécisseurs de la moyenne d'une loi normale multidimensionnelle, pour un coût quadratique général
Cellier, Dominique ; Fourdrinier, Dominique
Statistique et analyse des données, Tome 10 (1985), p. 26-41 / Harvested from Numdam
Publié le : 1985-01-01
@article{SAD_1985__10_3_26_0,
     author = {Cellier, Dominique and Fourdrinier, Dominique},
     title = {Estimateurs \`a r\'etr\'ecisseurs de la moyenne d'une loi normale multidimensionnelle, pour un co\^ut quadratique g\'en\'eral},
     journal = {Statistique et analyse des donn\'ees},
     volume = {10},
     year = {1985},
     pages = {26-41},
     mrnumber = {920349},
     zbl = {0607.62056},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SAD_1985__10_3_26_0}
}
Cellier, Dominique; Fourdrinier, Dominique. Estimateurs à rétrécisseurs de la moyenne d'une loi normale multidimensionnelle, pour un coût quadratique général. Statistique et analyse des données, Tome 10 (1985) pp. 26-41. http://gdmltest.u-ga.fr/item/SAD_1985__10_3_26_0/

[1] Ben Mansour, D., "Présentation, dans les cas classiques et bayésiens, des estimateurs de James-Stein généralisés", Thèse de 3 cycle de l'Université de Rouen, 1983.

[2] Berger, J.O., "Minimax estimation of location vectors for a wide class of densities", The Annals of Statistics, 1975,Vol. 3, n°6, pp. 1318-1328. | MR 386080 | Zbl 0322.62009

[3] Berger, J.O., "Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss", The Annals of Statistics, 1976, Vol. 4, n°l, pp. 223-226. | MR 397940 | Zbl 0322.62007

[4] Berger, J.O., "Minimax estimation of a multivariate normal mean under arbitrary quadratic loss", Journal of Multivariate Analysis, 1976, 6, pp. 256-264. | MR 408057 | Zbl 0338.62004

[5] Berger, J.O., "A robust generalized Bayes estimator and confidence region for a multivariate normal mean", The Annals of Statistics, 1980, Vol. 8, n°4, pp. 716-761. | MR 572619 | Zbl 0464.62026

[6] Berger, J.O., Bock, M.E., Brown, L.D., Casella, G. and Gleser, L., "Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix", The Annals of Statistics, 1977, Vol. 5, n°4, pp. 763-771. | MR 443156 | Zbl 0356.62009

[7] Brandwein, A.C., "Minimax estimation of the mean of spherically symmetric distribution under general quadratic loss", Journal of Multivariate Analysis, 1979, 9, pp. 579-588. | MR 556913 | Zbl 0432.62033

[8] Brandwein, A.C. and Strawderman, W.E., "Minimax estimation of location parameters for spherically symmetric distributions with concave loss", The Annals of Statistics, 1980, Vol. 8, n°2, pp. 279-284. | MR 560729 | Zbl 0432.62008

[9] Gleser, L.J., "Minimax estimation of a normal mean vector when the covariance is unknown", The Annals of Statistics, 1979, Vol. 7, n°4, pp. 838-846. | MR 532247 | Zbl 0418.62004

[10] James, W. and Stein, C., "Estimation with quadratic loss", Proc. Fourth Berkeley Symp. Math. Statist. Prob., University of California Press, 1961, 1, pp. 361-379. | MR 133191 | Zbl pre05621494

[11] Judge, G.G. and Bock, M.E., The statistical implications of pretest and Stein rule estimators in econometrics, North-Holland, 1978. | MR 483199 | Zbl 0395.62078

[12] Sclove, S.L., Morris, C. and Radhakrishman, R., "Non-optimality of preliminary test estimators for the multinormal mean", The Annals of Mathematical Statistics, 1980, Vol. 43, n°5, pp. 1481-1490. | Zbl 0249.62029

[13] Shinozaki, N., "Simultaneous estimation of location parameters under quadratic loss", The Annals of Statistics, 1984, Vol. 1, n°4, pp. 322-335. | MR 733517 | Zbl 0542.62042

[14] Stein, C., "Inadmissibility of the usual estimator for the mean of a multivariate normal distribution, Proc. Third Berkeley Symp. Math. Statist. Prob., University of California Press, 1955, 1, pp. 197-206. | MR 84922 | Zbl 0073.35602

[15] Stein, C., "Estimation of the mean of a multivariate normal distribution", The Annals of Statistics, 1981, Vol. 9, n°6, pp. 1135-1151. | MR 630098 | Zbl 0476.62035