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Teoriya Veroyatnostei i ee Primeneniya, 1999, Volume 44, Issue 1, Pages 132–138
DOI: https://doi.org/10.4213/tvp606 (Mi tvp606) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Asymptotically dominating estimation of expectation value vectors

V. I. Serdobol'skii

Moscow State Institute of Electronics and Mathematics
Full-text PDF (934 kB) Citations (2)
DOI: https://doi.org/10.4213/tvp606
Abstract: The problem of quadratic risk minimization is solved for the componentwise shrinkage estimation of expectation value vectors for normal vectors with independent components and unit variance. An unimprovable shrinkage function is found, and a shrinkage estimator of the expectation value vector is constructed unimprovable with accuracy to terms that are small for large dimension and large sample size.
Keywords: shrinkage estimator, dominating estimators, large dimension.
Received: 23.01.1992
Revised: 01.07.1997
English version:
Theory of Probability and its Applications, 2000, Volume 44, Issue 1, Pages 124–130
DOI: https://doi.org/10.1137/S0040585X97977422
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. I. Serdobol'skii, “Asymptotically dominating estimation of expectation value vectors”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 132–138; Theory Probab. Appl., 44:1 (2000), 124–130
Citation in format AMSBIB
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\paper Asymptotically dominating estimation of expectation value vectors
\jour Teor. Veroyatnost. i Primenen.
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\issue 1
\pages 132--138
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\transl
\jour Theory Probab. Appl.
\yr 2000
\vol 44
\issue 1
\pages 124--130
\crossref{https://doi.org/10.1137/S0040585X97977422}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000087555000015}
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  • https://www.mathnet.ru/eng/tvp606
  • https://doi.org/10.4213/tvp606
  • https://www.mathnet.ru/eng/tvp/v44/i1/p132
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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