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Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function - MaRDI portal

Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function (Q5071350)

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scientific article; zbMATH DE number 7510953
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Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function
scientific article; zbMATH DE number 7510953

    Statements

    Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function (English)
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    21 April 2022
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    balanced loss function
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    James-Stein estimator
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    multivariate Gaussian random variable
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    non-central chi-square distribution
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    shrinkage estimators
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