Stein's positive part estimator and Bayes estimator

DOI10.1007/BF02480275zbMath0447.62010MaRDI QIDQ1146463

Yoshikazu Takada

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorquadratic lossp-variate normal distributionStein positive part estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (5)

An explicit formula for the risk of James-Stein estimators ⋮ A unified and broadened class of admissible minimax estimators of a multivariate normal mean ⋮ Ignorance prior distribution of a hyperparameter and Stein's estimator ⋮ Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation ⋮ A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions

Cites Work

• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Admissibility of Estimators of the Mean Vector of a Multivariate Normal Distribution with Quadratic Loss
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