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Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/13988
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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.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.urihttp://repositorio.ufla.br/jspui/handle/1/13988-
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.languageeng-
dc.publisherUniversidade Federal de Lavras-
dc.relationhttp://www.biometria.ufla.br/index.php/BBJ/article/view/142/45-
dc.rightsCopyright (c) 2016 Cristiane Alvarenga GAJO, Leandro da Silva PEREIRA, Lucas Monteiro CHAVES, Devanil Jaques SOUZA-
dc.rightsAttribution 4.0 International*
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-
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