Accession Number:

ADA048125

Title:

Component-Wise Minimax Property of Stein's Rule.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1977-07-01

Pagination or Media Count:

13.0

Abstract:

For estimating the mean of a p-variate normal distribution it is known that Steins rule is minimax. It is shown for a subfamily of Steins 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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE