JSM 2005 Online Program

Abstract #303788

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Activity Number:	314
Type:	Topic Contributed
Date/Time:	Tuesday, August 9, 2005 : 2:00 PM to 3:50 PM
Sponsor:	Section on Bayesian Statistical Science
Abstract - #303788
Title:	Shrinkage Estimation of Multivariate Normal Mean under Hellinger Loss
Author(s):	Victor Mergel*+ and Malay Ghosh
Companies:	University of Florida and University of Florida
Address:	329 University VLG apt 3, Gainesville, FL, 32603, United States
Keywords:	shrinkage estimator ; minimaxity ; admissibility ; hellinger loss
Abstract:	We consider estimation of the multivariate normal mean under Hellinger loss. It is shown that in this setting, Stein effect is present and shrinkage estimator dominates MLE in three or higher dimensions. We study minimaxity and admissibility properties of shrinkage estimators.

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