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Showing 1 results for Restricted Parameter Space
Hamid Karamikabir, Mohammad Arashi, Volume 8, Issue 1 (9-2014)
Abstract
In this paper we consider of location parameter estimation in the multivariate normal distribution with unknown covariance. Two restrictions on the mean vector parameter are imposed. First we assume that all elements of mean vector are nonnegative, at the second hand assumed only a subset of elements are nonnegative. We propose a class of shrinkage estimators which dominate the minimax estimator of mean vector under the quadratic loss function.
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