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Monotonicity of risk for a shrinkage estimator of a multivariate normal mean - MaRDI portal

Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307)

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Monotonicity of risk for a shrinkage estimator of a multivariate normal mean
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    Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (English)
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    1988
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    James-Stein estimator
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    normal mean
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    shrinkage estimators
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    maximum likelihood estimator
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    risk functions
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    monotone nondecreasing
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    noncentrality parameters
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