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



Kim, Byung-Hwee;Baek, Hoh-Yoo

  • 발행 : 2005.08.01


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.


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


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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