Sequential shrinkage estimation
From MaRDI portal
Publication:1099912
DOI10.1214/AOS/1176350377zbMath0639.62078OpenAlexW1984967852MaRDI QIDQ1099912
David M. Nickerson, Pranab Kumar Sen, Malay Ghosh
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350377
numerical resultssimulationasymptotic formulasasymptotic risk expansions of sample meanJames-Stein-type shrinkage estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
Related Items (14)
Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance ⋮ Two-stage point estimation with a shrinkage stopping rule ⋮ Pitman nearness in statistical estimation. A panel discussion on recent developments ⋮ Dominance of the positive-part version of the James-Stein estimator ⋮ Inadmissibility of the uncombined two-stage estimator when additional samples are available ⋮ Improving on two-stage estimators for scale families ⋮ On the pitman closeness of some sequential estimators ⋮ Empirical Bayes estimates for a two-way cross-classified model ⋮ Sequential shrinkage estimation of the difference between two multivariate normal means ⋮ Sequential shrinkage estimation of linear regression parameters ⋮ Two-stage james-stein estimators of the mean based on prior knowledge ⋮ Sequential shrinkage estimation in the general linear model ⋮ A. P. O. rules in hierarchical and empirical bayes models ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
This page was built for publication: Sequential shrinkage estimation
