Combining coordinates in simultaneous estimation of normal means

Journal Article (Journal Article)

The problem of combining coordinates in Stein-type estimators, when simultaneously estimating normal means, is considered. The question of deciding whether to use all coordinates in one combined shrinkage estimator or to separate into groups and use separate shrinkage estimators on each group is considered. A Bayesian viewpoint is (of necessity) taken, and it is shown that the 'combined' estimator is, somewhat surprisingly, often superior. © 1983.

Full Text

Duke Authors

Cited Authors

  • Berger, JO; Dey, DK

Published Date

  • January 1, 1983

Published In

Volume / Issue

  • 8 / 2

Start / End Page

  • 143 - 160

International Standard Serial Number (ISSN)

  • 0378-3758

Digital Object Identifier (DOI)

  • 10.1016/0378-3758(83)90034-4

Citation Source

  • Scopus