کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524607 | 957581 | 2005 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis](/preview/png/10524607.png)
چکیده انگلیسی
This paper considers the estimation of the mean vector θ of a p-variate normal distribution with unknown covariance matrix Σ when it is suspected that for a pÃr known matrix B the hypothesis θ=Bη, ηâRr may hold. We consider empirical Bayes estimators which includes (i) the unrestricted unbiased (UE) estimator, namely, the sample mean vector (ii) the restricted estimator (RE) which is obtained when the hypothesis θ=Bη holds (iii) the preliminary test estimator (PTE), (iv) the James-Stein estimator (JSE), and (v) the positive-rule Stein estimator (PRSE). The biases and the risks under the squared loss function are evaluated for all the five estimators and compared. The numerical computations show that PRSE is the best among all the five estimators even when the hypothesis θ=Bη is true.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 96, Issue 1, September 2005, Pages 55-72
Journal: Journal of Multivariate Analysis - Volume 96, Issue 1, September 2005, Pages 55-72
نویسندگان
M.S. Srivastava, A.K.Md. Ehsanes Saleh,