Improvements over the James-Stein Estimator: A Risk Analysis

[[abstract]]Consider the problem of estimating a p-variate (p≥3) normal mean vector under the squared error loss when the dispersion matrix is assumed to be the identity matrix. Here we study the risk functions of several estimators which are uniformly better than the James-Stein estimator.[[incitationindex]]SCI[[booktype]]紙

A Note on Comparing Several Poisson Means

[[abstract]]There has been a renewed interest lately in comparing the means (rates) of several Poisson distributions (processes) due to its wide applicability in various fields, especially in life sciences. In this article we first review the recent developments in the literature, and then propose a parametric bootstrap method which performs as good as, if not better than, the existing methods. Results of our comprehensive simulation study have been provided to compare the relevant methods. Finally these methods have been used to four real-life datasets including a most recent one obtained from a clinical trial on the Intrinsa hormone patch developed by Proctor & Gamble.[[journaltype]]國外[[incitationindex]]SSCI[[incitationindex]]EI[[incitationindex]]SCI[[booktype]]紙本[[countrycodes]]US

Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

[[abstract]]Consider the problem of estimating a normal mean vector when i.i.d observations are available from a p-dimensional normal distribution with an unknown mean vector and an unknown diagonal dispersion matrix proportional to the identity matrix. By using the improved variance estimation techniques we propose wide classes of shrinkage mean estimators which are uniformly better than the James-Stein estimator. Some of our improved mean estimators are completely new and are not covered by Kubokawa's (1994; A Unified Approach to Improving Equivariant Estimators. Annals of Statistics) result. Numerical results are provided to study the risk performance of some of these improved mean estimators.[[incitationindex]]SCI[[booktype]]紙