ESTIMATION OF THE MEAN OF A MULTIVARIATE NORMAL-DISTRIBUTION

被引：1758

作者：

STEIN, CM

机构：

来源：

ANNALS OF STATISTICS | 1981年 / 9卷 / 06期

关键词：

D O I：

10.1214/aos/1176345632

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：1135 / 1151

页数：17

共 19 条

[1]

ANDERSON TW, 1971, STATISTICAL ANAL TIM

[2] A ROBUST GENERALIZED BAYES ESTIMATOR AND CONFIDENCE REGION FOR A MULTIVARIATE NORMAL-MEAN [J].

BERGER, J .

ANNALS OF STATISTICS, 1980, 8 (04) :716-761

[3]

BERGER J, 1979, J MULTIVARIATE ANAL, V8, P173

[4] ADMISSIBLE ESTIMATORS, RECURRENT DIFFUSIONS, AND INSOLUBLE BOUNDARY VALUE PROBLEMS [J].

BROWN, LD .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03) :855-&

[5]

EFRON B, 1973, J ROY STAT SOC B MET, V35, P379

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

EFRON, B ;

MORRIS, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (337) :130-&

[7] LIMITING RISK OF BAYES AND EMPIRICAL BAYES ESTIMATORS .1. BAYES CASE [J].

EFRON, B ;

MORRIS, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (336) :807-815

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

EFRON, B ;

MORRIS, C .

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

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

EFRON, B ;

MORRIS, C .

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

[10] FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].

EFRON, B ;

MORRIS, C .

ANNALS OF STATISTICS, 1976, 4 (01) :11-21

← 1 2 →