Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151497 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
Estimation of normal mean vector has broad applications such as small area estimation, estimation of nonparametric functions and estimation of wavelet coefficients. In this paper, we propose a new shrinkage estimator based on conditional maximum likelihood estimator incorporating with Stein's risk unbiased estimator (SURE) when data have the normality. We present some theoretical work and provide numerical studies to compare with some existing methods.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Junyong Park,