통합자연과학논문집 (Journal of Integrative Natural Science)

조선대학교 기초과학연구원 (The Basic Science Institute Chosun University)
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Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm

  • Kim, Jae Hyun (Department of Computer Engineering, Seokyeong University) ;
  • Baek, Hoh Yoo (Division of Mathematics and Informational Statistics, Wonkwang University)
  • 투고 : 2013.11.28
  • 심사 : 2013.12.20
  • 발행 : 2013.12.30
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초록

For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.

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참고문헌

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