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
APA
Chicago
ICMJE
MLA
NLM
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.
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