平衡损失函数下收缩估计器的风险比极限

IF 0.4 Q4 MATHEMATICS

Journal of Siberian Federal University-Mathematics & Physics Pub Date : 2021-06-01 DOI:10.17516/1997-1397-2021-14-3-301-312

Terbeche Mekki, Benkhaled Abdelkader, Hamdaoui Abdenour

{"title":"平衡损失函数下收缩估计器的风险比极限","authors":"Terbeche Mekki, Benkhaled Abdelkader, Hamdaoui Abdenour","doi":"10.17516/1997-1397-2021-14-3-301-312","DOIUrl":null,"url":null,"abstract":"In this paper we study the estimation of a multivariate normal mean under the balanced loss function. We present here a class of shrinkage estimators which generalizes the James-Stein estimator and we are interested to establish the asymptotic behaviour of risks ratios of these estimators to the maximum likelihood estimators (MLE). Thus, in the case where the dimension of the parameter space and the sample size are large, we determine the sufficient conditions for that the estimators cited previously are minimax","PeriodicalId":43965,"journal":{"name":"Journal of Siberian Federal University-Mathematics & Physics","volume":"19 1","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function\",\"authors\":\"Terbeche Mekki, Benkhaled Abdelkader, Hamdaoui Abdenour\",\"doi\":\"10.17516/1997-1397-2021-14-3-301-312\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we study the estimation of a multivariate normal mean under the balanced loss function. We present here a class of shrinkage estimators which generalizes the James-Stein estimator and we are interested to establish the asymptotic behaviour of risks ratios of these estimators to the maximum likelihood estimators (MLE). Thus, in the case where the dimension of the parameter space and the sample size are large, we determine the sufficient conditions for that the estimators cited previously are minimax\",\"PeriodicalId\":43965,\"journal\":{\"name\":\"Journal of Siberian Federal University-Mathematics & Physics\",\"volume\":\"19 1\",\"pages\":\"\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2021-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Siberian Federal University-Mathematics & Physics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.17516/1997-1397-2021-14-3-301-312\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Siberian Federal University-Mathematics & Physics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.17516/1997-1397-2021-14-3-301-312","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}

引用次数: 0

摘要

本文研究了平衡损失函数下多元正态均值的估计问题。我们提出了一类收缩估计量，它推广了James-Stein估计量，我们感兴趣的是建立这些估计量的风险比对极大似然估计量(MLE)的渐近行为。因此，在参数空间维数和样本量较大的情况下，我们确定了前面引用的估计量为极大极小的充分条件

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function

In this paper we study the estimation of a multivariate normal mean under the balanced loss function. We present here a class of shrinkage estimators which generalizes the James-Stein estimator and we are interested to establish the asymptotic behaviour of risks ratios of these estimators to the maximum likelihood estimators (MLE). Thus, in the case where the dimension of the parameter space and the sample size are large, we determine the sufficient conditions for that the estimators cited previously are minimax

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Journal of Siberian Federal University-Mathematics & Physics MATHEMATICS-

CiteScore

0.90

自引率

0.00%

发文量