The Stein phenomenon for monotone incomplete multivariate normal data (Q847421)
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scientific article; zbMATH DE number 5669344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stein phenomenon for monotone incomplete multivariate normal data |
scientific article; zbMATH DE number 5669344 |
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The Stein phenomenon for monotone incomplete multivariate normal data (English)
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12 February 2010
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Cauchy's interlacing theorem
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empirical Bayes estimation
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James-Stein estimator
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missing completely at random
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positive-part estimator
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shrinkage estimator
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squared-error loss function
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Wishart distribution
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