Estimating bounded mean vector in multivariate normal: the geometry of hartigan estimator

Página do item simplificado
dc.contributor.authorGajo, Cristiane Alvarenga
dc.contributor.authorPereira, Leandro da Silva
dc.contributor.authorChaves, Lucas Monteiro
dc.contributor.authorSouza, Devanil Jaques
dc.contributor.authorEstimador de Bayes
dc.creatorGajo, Cristiane Alvarenga
dc.creatorPereira, Leandro da Silva
dc.creatorChaves, Lucas Monteiro
dc.creatorSouza, Devanil Jaques
dc.date2016-06-28
dc.date.accessioned2017-08-01T20:09:59Z
dc.date.available2017-08-01T20:09:59Z
dc.date.issued2017-08-01
dc.descriptionThe problem on estimating a multivariate normal mean Np(θ; I) when the vector mean is bounded awaked interest practical and theoretical. Under such hypothesis it's possible to obtain estimators which dominate the sample mean estimator in relation to square loss. Generalizing previous results obtained, for univariate normal, J.A. Hartigan obtained, for multivariate normal with independent components, a Bayes estimator defined on a bounded closed convex set, with non-empty interior, which dominates the sample mean estimator. In this work, this result is presented in details for the case where the restriction set is a sphere centered at origin. A geometrical interpretation, useful to understand the phenomenon, is presented. Others estimators based on Gatsonis et. al. (1987) are proposed and the risks of all these estimators are compared through simulations, for the cases of dimensions p = 1 and p = 2.
dc.formatapplication/pdf
dc.identifier.citationGAJO, C. A. et al. Estimating bounded mean vector in multivariate normal: the geometry of hartigan estimator. Revista Brasileira de Biometria, Lavras, v. 34, n. 2, p.304-316, jun. 2016.
dc.identifier.urihttps://repositorio.ufla.br/handle/1/13988
dc.publisherUniversidade Federal de Lavras
dc.relationhttp://www.biometria.ufla.br/index.php/BBJ/article/view/142/45
dc.rightsAttribution 4.0 International*
dc.rightsAttribution 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.sourceRevista Brasileira de Biometria; Vol 34 No 2 (2016); 304-316
dc.source1983-0823
dc.subjectMultivariate normal
dc.subjectConvex sets
dc.subjectUniform priors
dc.subjectBayes estimator
dc.subjectNormal multivariada
dc.subjectConjuntos convexos;
dc.subjectPriori uniforme
dc.subjectEstimador de Bayes
dc.titleEstimating bounded mean vector in multivariate normal: the geometry of hartigan estimator
dc.title.alternativeEstimação limitada do vetor de médias na normal multivariada: A geometria do estimador de Hartigan.
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typePeer-reviewed Article

Arquivos

Pacote original

Agora exibindo 1 - 1 de 1
Imagem de Miniatura
Nome:
ARTIGO_Estimating bounded mean vector in multivariate normal - the geometry of hartigan estimator.pdf
Tamanho:
775.92 KB
Formato:
Adobe Portable Document Format
Baixar

Coleções

Revista Brasileira de Biometria