A formal bayes multiple shrinkage estimator (Q4720573)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A formal bayes multiple shrinkage estimator |
scientific article; zbMATH DE number 3992673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A formal bayes multiple shrinkage estimator |
scientific article; zbMATH DE number 3992673 |
Statements
A formal bayes multiple shrinkage estimator (English)
0 references
1986
0 references
multivariate normal
0 references
superharmonic function
0 references
admissibility
0 references
squared error loss
0 references
maximum likelihood estimator
0 references
new minimax multiple shrinkage estimator
0 references
formal Bayes
0 references
mixture of harmonic priors
0 references
risk
0 references
simulation
0 references
Stein estimator
0 references
0 references
0.9285977
0 references
0.90797174
0 references
0.89472383
0 references
0.89472103
0 references
0.89448935
0 references
0.8888701
0 references
0.88860476
0 references
