ESTIMATION OF THE LARGER NORMAL MEAN

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

estimation of the multivariate normal mean under the extended reflected normal loss function

Orthogonally Invariant Estimation of the Skew-symmetric Normal Mean Matrix

A b s t r a c t. The unbiased estimator of risk of the orthogonally invariant es-timator of the skew-symmetric normal mean matrix is obtained, and a class of minimax estimators and their order-preserving modification are proposed. The estimators have applications in paired comparisons model. A Monte Carlo study to compare the risks of the estimators is given.

On Efficient Estimation for the Log-normal Model Mean

ON EFFICIENT ESTIMATION FOR THE LOG-NORMAL MODEL MEAN Winston A. Richards, Department of Mathematics and Statistics The Pennsylvania State University, Harrisburg, USA *Ashok Sahai, Robin Antoine, Letetia Addison, Department of Mathematics & Computer Science; Faculty of Science & Agriculture St. Augustine Campus; The University of The West Indies. Trinidad & Tobago; West Indies. And M. Raghunadh...

A Note on the Bounded Normal Mean Estimation

The bounded normal mean problem has important applications in nonparametric function estimation. It is to estimate the mean of a normal distribution whose mean is restricted to a bounded interval. The minimax risk for such a problem is generally unknown. It is shown in Donoho, Liu and MacGibbon(1990) that the linear minimax risk provides a good approximation to the minimax risk. We show in this...