[Home ] [Archive]   [ فارسی ]  
:: Main :: About :: Current Issue :: Archive :: Search :: Submit :: Contact ::
Main Menu
Home::
Journal Information::
Articles archive::
For Authors::
For Reviewers::
Registration::
Ethics Considerations::
Contact us::
Site Facilities::
::
Search in website

Advanced Search
..
Receive site information
Enter your Email in the following box to receive the site news and information.
..
Indexing and Abstracting



 
..
Social Media

..
Licenses
Creative Commons License
This Journal is licensed under a Creative Commons Attribution NonCommercial 4.0
International License
(CC BY-NC 4.0).
 
..
Similarity Check Systems


..
:: Volume 8, Issue 1 (9-2014) ::
JSS 2014, 8(1): 75-92 Back to browse issues page
Shrinkage Estimation in the Multivariate Normal Distribution under Restricted Space
Hamid Karamikabir * , Mohammad Arashi
Abstract:   (18495 Views)
In this paper we consider of location parameter estimation in the multivariate normal distribution with unknown covariance. Two restrictions on the mean vector parameter are imposed. First we assume that all elements of mean vector are nonnegative, at the second hand assumed only a subset of elements are nonnegative. We propose a class of shrinkage estimators which dominate the minimax estimator of mean vector under the quadratic loss function.
Keywords: Multivariate Normal Distribution, Restricted Parameter Space, Risk, Shrinkage Estimator, Stein Lemma
Full-Text [PDF 446 kb]   (3220 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2013/03/12 | Accepted: 2014/06/11 | Published: 2014/06/11
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA


XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Karamikabir H, Arashi M. Shrinkage Estimation in the Multivariate Normal Distribution under Restricted Space. JSS 2014; 8 (1) :75-92
URL: http://jss.irstat.ir/article-1-191-en.html


Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 1 (9-2014) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

Persian site map - English site map - Created in 0.1 seconds with 45 queries by YEKTAWEB 4660