A Sequence of Improvement over the Lindley Type Estimator with the Cases of Unknown Covariance Matrices

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Kim, Byung-Hwee;Baek, Hoh-Yoo

  • 발행 : 2005.08.01

초록

In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

키워드

normal mean vector;noncentral chi-square;Lindley type estimator

참고문헌

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피인용 문헌

  1. 1. Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm vol.6, pp.4, 2013, doi:10.5351/CKSS.2005.12.2.463