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KO50001004-00400004-0041.pdf
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Download
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:387.8 KB
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| Title |
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Further generalization of Stein estimators
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| Creator |
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赤井, 豊秋
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| Kana |
アカイ, トヨアキ
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Akai, Toyoaki
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| Affiliation |
Department of Mathematics Faculty of Science and Technology, Keio University
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慶應義塾大学理工学部
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| Kana |
ケイオウ ギジュク ダイガク リコウガクブ
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| Romanization |
Keio gijuku daigaku rikogakubu
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1987
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Keio Science and Technology Reports
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| Volume |
40
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4
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| Year |
1987
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12
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| Start page |
41
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54
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| Abstract |
Let Y=(Y1,...,Yp)' be a p-variate normal random vector with mean μ=(μ1,...,μp)' and the identity covariance matrix I. Stein estimator of μ is known to dominate the maximum likelihood estimator Y for P≥3. Estimators generalizing some of Tze and Wen's estimators, which dominate Stein estimator, are obtained. Further, estimators dominating some of Baranchik's estimators, which are better than the estimator Y and contain Stein estimator, are given.
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| Departmental Bulletin Paper
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