DOI QR코드

DOI QR Code

A Sequence of Improvement over the Lindley Type Estimator with the Cases of Unknown Covariance Matrices

  • Kim, Byung-Hwee (Department of Mathematics, Hanyang University) ;
  • Baek, Hoh-Yoo (Division of Mathematics and Informational Statistics, Wonkwang University)
  • 발행 : 2005.08.01

초록

In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

키워드

참고문헌

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피인용 문헌

  1. Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm vol.6, pp.4, 2013, https://doi.org/10.13160/ricns.2013.6.4.251