Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151510 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
We investigate the problem of simultaneous estimation of multivariate normal mean vector using Zellner (1994)'s balance loss function when common variance Ï2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Chung et al. (1999). This result is then used to obtain a large class of Bayes minimax estimators for mean vector.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Zinodiny, S. Rezaei, S. Nadarajah,