Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
권호 표지

A Sequence of Improvements over the Lindley Type Estimator

  • Baek, Hoh-Yoo (Division of Mathematics and Informational Statistics, Wonkwang University)
  • Published : 2002.10.31
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper, the problem of estimating a p-variate $(p\geq4)$ normal mean vector in a decision-theoretic setup is considered. Using a technique of Guo and Pal (1992), a sequence of estimators dominating the Lindley type estimator is derived and each improved estimator is better than the previous one.

Keywords

References

  1. Journal of the American Statistical Association v.68 Stein's estimation rule and its competitors-an empirical Bayes approach Efron, B.;Morris, C.
  2. Journal of the Multivariate Analysis v.14 Construction of improved estimators in multiparameter estimation for continuous exponential families Ghosh, M.;Hwang, J. T.;Tsui, K. W.
  3. Journal of the Multivariate Analysis v.42 A sequence of Improvemnets over the James-Stein Estimator Guo, Y.;Pal, N.
  4. Proceedings of the Fourth Berkely Symposium on Mathematics, Statistics and Probability v.1 Estimation with quadratic loss James, W.;Stein, C.
  5. Journal of Royal Statistical Society v.B no.24 Discussion of paper by C. Stein Lindley, D. V.;C. Stein(ed.)
  6. Proceedings of the Third Berkeley Symposium on Mathematics, Statistics and Probability v.1 Inadmissibility of the usual estimator for the mean of a multivariate normal distribution Stein, C.