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Reversing the Stein effect - MaRDI portal

Reversing the Stein effect (Q2634659)

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Reversing the Stein effect
scientific article

    Statements

    title
    Reversing the Stein effect (English)
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    author
    Michael D. Perlman
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    Sanjay Chaudhuri
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    publication date
    18 February 2016
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    zbMATH Keywords
    James-Stein estimator
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    shrinkage estimator
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    Bayes and empirical Bayes estimators
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    multivariate normal distribution
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    Identifiers

    DOI
    10.1214/09-STS278
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    Mathematics Subject Classification ID
    62J07
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    62F10
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    62F15
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    62C12
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    zbMATH DE Number
    6542039
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    arXiv ID
    1203.5626
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