Abstract
The purpose of this paper is to discuss the mean squared error properties of a certain family of estimators of a multivariate location parameter. The estimators are an obvious generalization of those introduced by Stein [3] for the multivariate normal problem.
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References
Loéve, M.: Probability Theory, 3rd edition. Princeton: Van Nostrand 1963.
Robbins, H.: The empirical Bayes approach to statistical decision problems. Ann. Math. Statist. 35, No. 1 (1964).
Stein, C.: Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability. 1, 197 (1956).
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© 1965 Springer-Verlag Berlin Heidelberg
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Cogburn, R. (1965). On the Estimation of a Multivariate Location Parameter with Squared Error Loss. In: Neyman, J., Le Cam, L.M. (eds) Bernoulli 1713 Bayes 1763 Laplace 1813. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49750-6_4
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DOI: https://doi.org/10.1007/978-3-642-49750-6_4
Publisher Name: Springer, Berlin, Heidelberg
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