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Combining coordinates in simultaneous estimation of normal means

Publication ,  Journal Article
Berger, JO; Dey, DK
Published in: Journal of Statistical Planning and Inference
January 1, 1983

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.

Duke Scholars

Published In

Journal of Statistical Planning and Inference

DOI

ISSN

0378-3758

Publication Date

January 1, 1983

Volume

8

Issue

2

Start / End Page

143 / 160

Related Subject Headings

  • Statistics & Probability
  • 0104 Statistics
 

Citation

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Berger, J. O., & Dey, D. K. (1983). Combining coordinates in simultaneous estimation of normal means. Journal of Statistical Planning and Inference, 8(2), 143–160. https://doi.org/10.1016/0378-3758(83)90034-4
Berger, J. O., and D. K. Dey. “Combining coordinates in simultaneous estimation of normal means.” Journal of Statistical Planning and Inference 8, no. 2 (January 1, 1983): 143–60. https://doi.org/10.1016/0378-3758(83)90034-4.
Berger JO, Dey DK. Combining coordinates in simultaneous estimation of normal means. Journal of Statistical Planning and Inference. 1983 Jan 1;8(2):143–60.
Berger, J. O., and D. K. Dey. “Combining coordinates in simultaneous estimation of normal means.” Journal of Statistical Planning and Inference, vol. 8, no. 2, Jan. 1983, pp. 143–60. Scopus, doi:10.1016/0378-3758(83)90034-4.
Berger JO, Dey DK. Combining coordinates in simultaneous estimation of normal means. Journal of Statistical Planning and Inference. 1983 Jan 1;8(2):143–160.
Journal cover image

Published In

Journal of Statistical Planning and Inference

DOI

ISSN

0378-3758

Publication Date

January 1, 1983

Volume

8

Issue

2

Start / End Page

143 / 160

Related Subject Headings

  • Statistics & Probability
  • 0104 Statistics