On combining Stein estimation problems: An adaptive rule under classical criteria

DOI10.1016/0378-3758(86)90168-0zbMath0599.62035OpenAlexW2003837781MaRDI QIDQ1080580

Robert Bohrer, Adam T. Martinsek

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90168-0

zbMATH Keywords

shrinkageadaptive procedureStein's unbiased risk estimatorgrouping problemStein estimation problem

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Related Items (1)

Group adaptive stein estimation of normal means

Uses Software

• AS 123

Cites Work

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• Combining coordinates in simultaneous estimation of normal means
• On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors
• Algorithm AS 123: Mixtures of Beta Distributions
• An Error-Bounded Algorithm for Normal Probabilities of Rectangular Regions
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Computer Evaluation of the Multivariate Normal Integral

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