Une classe d'estimateurs à rétrécisseur bayésiens pour la moyenne d'un vecteur normal

Doukissa Criticou; Dimitris Terzakis

Statistique et analyse des données (1991)

  • Volume: 16, Issue: 3, page 1-23
  • ISSN: 0750-7364

How to cite

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Criticou, Doukissa, and Terzakis, Dimitris. "Une classe d'estimateurs à rétrécisseur bayésiens pour la moyenne d'un vecteur normal." Statistique et analyse des données 16.3 (1991): 1-23. <http://eudml.org/doc/109016>.

@article{Criticou1991,
author = {Criticou, Doukissa, Terzakis, Dimitris},
journal = {Statistique et analyse des données},
language = {fre},
number = {3},
pages = {1-23},
publisher = {Association pour la statistique et ses illustrations},
title = {Une classe d'estimateurs à rétrécisseur bayésiens pour la moyenne d'un vecteur normal},
url = {http://eudml.org/doc/109016},
volume = {16},
year = {1991},
}

TY - JOUR
AU - Criticou, Doukissa
AU - Terzakis, Dimitris
TI - Une classe d'estimateurs à rétrécisseur bayésiens pour la moyenne d'un vecteur normal
JO - Statistique et analyse des données
PY - 1991
PB - Association pour la statistique et ses illustrations
VL - 16
IS - 3
SP - 1
EP - 23
LA - fre
UR - http://eudml.org/doc/109016
ER -

References

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  1. [1] Alam, K.A family of admissible minimax estimators of the mean of a multivariate normal distribution. Ann. Stat. 1 (3), 517-525, 1973. Zbl0259.62007MR353524
  2. [2] Alain, K.Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix. Journal of Multivariate Analysis, 5, 83-95, 1975. Zbl0297.62006MR370849
  3. [3] Baranchick, A.Multiple regression and estimation of the mean of a multivariate normal distribution. Techn. Rep. N° 51, Stanford Univ., 1964. 
  4. [4] Berger, J.O.Statistical Decision Theory and Bayesian Analysis. 2nd ed. Springer Verlag, New York, 1985. Zbl0444.62009MR804611
  5. [5] Criticou, D.Estimateurs à rétrécisseurs (cas de distributions normales) . Une classe d'estimateurs bayésiens. Doctorat, Univ. de Rouen, 1986. 
  6. [6] Efron, B. et Morris, C.Limiting the risk of Bayes and empirical Bayes estimators - Part. II : The empirical Bayes case. JASA, vol. 67, n° 337, 1972. Zbl0231.62013MR323015
  7. [7] Efron, B. et Morris, C.Stein's estimation rule and its competitors. An empirical Bayes approach. JASA, vol. 68, n° 343, 1973. Zbl0275.62005MR388597
  8. [8] Judge, G.G. et Bock, E.M.The Statistical implications of Pre-Test aned Stein-Rule Estimators in Econometrics. North-Holland, 1978. Zbl0395.62078
  9. [9] Lin, P.E. et Tsai, H.L.Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix. Ann. Stat. 1(1), 142-145, 1973. Zbl0254.62006MR331573
  10. [10] Lindley, D.V. et Smith, A.-F.M.Bayes Estimates for the Linear Model. J. Royal Statist. Soc. B. 34, 1-42, 1972. Zbl0246.62050MR415861
  11. [11] James, W. et Stein, C.Estimation with quadratic loss. Proc. Fourth Berk. Symp. Math. Prob. 1, 361-379, 1961. Zbl1281.62026MR133191
  12. [12] Roberts, C.An explicit formula for the risk of the positive-part James-Stein estimator. Canadian J. Stat. Paru. 1988. Zbl0649.62004MR963730
  13. [13] Spruill, C.M.Some approximate restricted Bayes estimators of a normal mean. Statistics & Decisions 4, 337-351, 1986. Zbl0611.62032MR876874
  14. [14] Stein, C.Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. Proc., Third Berk. Symp. 1, 197-206, 1956. Zbl0073.35602MR84922
  15. [15] Strawderman, E.W.Proper Bayes minimax estimators of the multivariate normal mean. Ann. Math. Stat. 42 (1), 385-388, 1971. Zbl0222.62006MR397939
  16. [16] Strawderman, E.W.Proper Bayes minimax estimatros of the multivariate normal mean vector for the case of common unknown variances. Ann. Stat. 1(6), 1189-1194, 1973. Zbl0286.62007MR365806

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