Minimax multiple shrinkage estimation
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Publication:1082010
DOI10.1214/aos/1176349849zbMath0602.62041OpenAlexW1977441755MaRDI QIDQ1082010
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349849
prior informationStein estimatorestimating a multivariate normal mean under squared-error-lossminimax multiple shrinkage Stein estimatorsmultiple shrinkage estimatorssufficient conditions for minimaxity
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