Communications for Statistical Applications and Methods

  • 제3권2호
  • /
  • Pages.205-216
  • /
  • 1996
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  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Admissible Hierarchical Bayes Estimators of a Multivariate Normal Mean Shrinking towards a Regression Surface

  • Cho, Byung-Yup (Professor, Department of Computer Science and Statistics, Chosun University, Kwangju, 501-759) ;
  • Choi, Kuey-Chung (Professor, Department of Computer Science and Statistics, Chosun University, Kwangju, 501-759, KOREA) ;
  • Chang, In-Hong (Lecturer, Department of Mathematics, Hanyang University, Seoul, 133-791)
  • 발행 : 1996.08.01
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초록

Consider the problem of estimating a multivariate normal mean with an unknown covarience matrix under a weighted sum of squared error losses. We first provide hierarchical Bayes estimators which shrink the usual (maximum liklihood, uniformly minimum variance unbiased) estimator towards a regression surface and then prove the admissibility of these estimators using Blyth's (1951) method.

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참고문헌

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