Improved estimation of the MSEs and the MSE matrices for shrinkage estimators of multivariate normal means and their applications

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dc.creatorHara, Hisayuki
dc.date2007-10-05
dc.date.accessioned2026-07-07T08:34:23Z
dc.date.available2026-07-07T08:34:23Z
dc.descriptionIn this article we provide some nonnegative and positive estimators of the mean squared errors(MSEs) for shrinkage estimators of multivariate normal means. Proposed estimators are shown to improve on the uniformly minimum variance unbiased estimator(UMVUE) under a quadratic loss criterion. A similar improvement is also obtained for the estimators of the MSE matrices for shrinkage estimators. We also apply the proposed estimators of the MSE matrix to form confidence sets centered at shrinkage estimators and show their usefulness through numerical experiments.
dc.description29 pages
dc.identifierhttps://arxiv.org/abs/0710.1171
dc.identifierhttp://arxiv.org/abs/0710.1171
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/139418
dc.subjectStatistics Theory
dc.subject62H12;62C99
dc.titleImproved estimation of the MSEs and the MSE matrices for shrinkage estimators of multivariate normal means and their applications
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