An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512)

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scientific article; zbMATH DE number 4145114
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English
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
scientific article; zbMATH DE number 4145114

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    An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (English)
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    1990
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    vague priors
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    shrinkage estimators
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    risk improvement
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    unknown location vector
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    squared-error-loss measure
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    near-minimax empirical Bayes estimators
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    Stein's unbiased estimator of the risk
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    optimum risk- effective shrinkage estimator
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