Selecting a Minimax Estimator of a Multivariate Normal Mean

Estimation with Quadratic Loss

1992 • 2,391 citations

INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

1956 • 1,847 citations

STATISTICAL DECISION THEORY: FOUNDATIONS, CONCEPTS, AND METHODS

1984 • 225 citations

Empirical Bayes on vector observations: An extension of Stein's method

1972 • 221 citations

A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean

1980 • 184 citations

Minimax Estimators of the Mean of a Multivariate Normal Distribution

1975 • 157 citations

Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

1976 • 157 citations

Empirical Bayes Estimation

1972 • 93 citations

Minimax Ridge Regression Estimation

1980 • 87 citations

Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function

1966 • 81 citations

Minimax Adaptive Generalized Ridge Regression Estimators

1978 • 73 citations

Minimax Estimation of Location Parameters for Spherically Symmetric Distributions with Concave Loss

1980 • 68 citations

Minimax estimation of a multivariate normal mean under arbitrary quadratic loss

1976 • 53 citations

Tail Minimaxity in Location Vector Problems and Its Applications

1976 • 32 citations

Eliminating Singularities of Stein-Type Estimators of Location Vectors

1976 • 14 citations

A note on estimating the mean vector of a multivariate normal distribution with general quadratic loss function

1974 • 12 citations

IMPROVED MINIMAX ESTIMATORS OF NORMAL MEAN VECTORS FOR CERTAIN TYPES OF COVARIANCE MATRICES

1977 • 9 citations

ON THE CHOICE OF COORDINATES IN SIMULTANEOUS ESTIMATION OF NORMAL MEANS

1980 • 7 citations

A CLASS OF MINIMAX ESTIMATORS IN A REGRESSIN MODEL WITH ARBITRARY QUADRATIC LOSS

1977 • 1 citations