Component-Wise Minimax Property of Stein's Rule.

Abstract

For estimating the mean of a p-variate normal distribution it is known that Stein's rule is minimax. It is shown for a subfamily of Stein's estimators that the vector consisting of any K > or = 3 components of the estimator is also minimax for estimating corresponding components of the mean vector. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1977
Accession Number
ADA048125

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

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DTIC Thesaurus Topics

  • Classification
  • Contracts
  • Estimators
  • Hypergeometric Functions
  • Inequalities
  • Mathematics
  • Military Research
  • Monitoring
  • Normal Distribution
  • South Carolina
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.