SEQUENTIAL SHRINKAGE ESTIMATION

被引:8
作者
GHOSH, M
NICKERSON, DM
SEN, PK
机构
[1] UNIV GEORGIA,DEPT STAT,ATHENS,GA 30602
[2] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27514
关键词
D O I
10.1214/aos/1176350377
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
收藏
页码:817 / 829
页数:13
相关论文
共 20 条
[1]   A FAMILY OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].
BARANCHI.AJ .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02) :642-&
[2]   MINIMAX ESTIMATION OF A NORMAL MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE-MATRIX [J].
BERGER, J ;
BOCK, ME ;
BROWN, LD ;
CASELLA, G ;
GLESER, L .
ANNALS OF STATISTICS, 1977, 5 (04) :763-771
[3]   ADMISSIBLE MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN WITH ARBITRARY QUADRATIC LOSS [J].
BERGER, JO .
ANNALS OF STATISTICS, 1976, 4 (01) :223-226
[4]   THE MOMENT-GENERATING FUNCTION AND NEGATIVE INTEGER MOMENTS [J].
CRESSIE, N ;
DAVIS, AS ;
FOLKS, JL ;
POLICELLO, GE .
AMERICAN STATISTICIAN, 1981, 35 (03) :148-150
[5]   FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].
EFRON, B ;
MORRIS, C .
ANNALS OF STATISTICS, 1976, 4 (01) :11-21
[7]   SEQUENTIAL POINT ESTIMATION OF THE DIFFERENCE OF 2 NORMAL MEANS [J].
GHOSH, M ;
MUKHOPADHYAY, N .
ANNALS OF STATISTICS, 1980, 8 (01) :221-225
[8]   MULTIVARIATE SEQUENTIAL POINT ESTIMATION [J].
GHOSH, M ;
SINHA, BK ;
MUKHOPADHYAY, N .
JOURNAL OF MULTIVARIATE ANALYSIS, 1976, 6 (02) :281-294
[9]  
GHOSH M, 1983, SEQUENTIAL ANAL, V2, P359
[10]  
GHOSH M, 1985, 240 U FLOR DEP STAT