Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (Q1816574)
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scientific article; zbMATH DE number 950553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimators, Skorokhod's problem and stochastic integration by parts |
scientific article; zbMATH DE number 950553 |
Statements
Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (English)
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9 April 1997
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location parameter
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spherically symmetric distributions
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error distributions
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mean
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shift model
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inadmissible
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quadratic loss
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stopped Brownian motion
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stochastic analysis
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integration by parts
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