On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1983.10477033
Reference10 articles.
1. A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean
2. Selecting a Minimax Estimator of a Multivariate Normal Mean
3. Ph.D. thesis;Dey D. K.,1980
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1. Bayesian Small Area Estimation;Wiley StatsRef: Statistics Reference Online;2022-02-15
2. Protection against outliers in empirical bayes estimation;Canadian Journal of Statistics;1994-09
3. The Effects of Extrapolation on Minimax Stein-Rule Prediction* *The authors would like to thank Minbo Kim and Shengyi Guo for their valuable research assistance on this research project. The authors received useful comments from Roger Koenker, Mary Ellen Bock and Jim Chalfant. Any errors are, of course, the responsibility of the authors. Fomby is grateful for the partial financial support provided by the Federal Reserve Bank of Dallas while this research was in progress, especially during the summer of 1989. Of course, the opinions expressed herein are those of the authors and should not be attributed to the Federal Reserve Bank of Dallas or the Federal Reserve System.;Readings in Econometric Theory and Practice - A Volume in Honor of George Judge;1992
4. Robust hierarchical Bayes estimation of exchangeable means;Canadian Journal of Statistics;1991-03
5. A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model;The American Economist;1991-03
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