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Theory and Method

On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means

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Pages 865-869 | Received 01 Nov 1982, Published online: 12 Mar 2012

References

  • Berger , J. 1980 . “A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean,” . Annals of Statistics , 8 : 716 – 761 .
  • Berger , J. 1982 . “Selecting a Minimax Estimator of a Multivariate Normal Mean,” . Annals of Statistics , 10 : 81 – 92 .
  • Berger , J. and Dey , D. K. 1983 . “Combining Coordinates in Simultaneous Estimation of Normal Means,” . Journal of Statistical Planning and Inference , to appear
  • Dey , D. K. 1980 . “On the Choice of Coordinates in Simultaneous Estimation of Normal Means,” , Ph.D. thesis Purdue University, Statistics Dept. .
  • Efron , B. and Morris , C. 1972 . “Limiting the Risk of Bayes and Empirical Bayes Estimators—Part II: The Empirical Bayes Case,” . Journal of the American Statistical Association , 67 : 130 – 139 .
  • Efron , B. and Morris , C. 1973 . “Stein's Estimation Rule and Its Competitors—An Empirical Bayes Approach,” . Journal of the American Statistical Association , 68 : 117 – 130 .
  • James , W. and Stein , C. “Estimation With Quadratic Loss,” . Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability . pp. 316 – 379 . Berkeley : University of California Press .
  • Morris , C. 1983 . “Parametric Empirical Bayes Inference: Theory and Applications,” . Journal of the American Statistical Association , 78 : 47 – 54 .
  • Rao , C. R. 1973 . Linear Statistical Inference and Its Applications , New York : John Wiley .
  • Stein , C. 1981 . “Estimation of the Parameters of a Multivariate Normal Distribution: I. Estimation of the Means,” . Annals of Statistics , 9 : 1135 – 1151 .

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