Characterization of Priors in the Stein Problem (Q3542426)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Characterization of Priors in the Stein Problem
scientific article

    Statements

    Characterization of Priors in the Stein Problem (English)
    0 references
    1 December 2008
    0 references
    admissibility
    0 references
    decision theory
    0 references
    estimation
    0 references
    generalized Bayes estimator
    0 references
    inverse Laplace transform
    0 references
    James-Stein estimator
    0 references
    minimaxity
    0 references
    quadratic loss
    0 references
    risk function
    0 references
    shrinkage estimation
    0 references
    Stein problem
    0 references
    uniform domination
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references