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    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/69170

    題名: Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
    作者: Lin, Jyh-jiuan;林志娟;Pal, Nabendu;Chang, Ching-hui
    貢獻者: 淡江大學統計學系
    關鍵詞: Primary 62F10;Secondary 62J07;Admissibility;loss function;risk function;shrinkage estimation
    日期: 1997
    上傳時間: 2011-10-23 16:29:05 (UTC+8)
    出版者: Abingdon: Taylor & Francis
    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.
    關聯: Statistics 30(2), pp.99-125
    DOI: 10.1080/02331889708802604
    顯示於類別:[統計學系暨研究所] 期刊論文


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