A simple motivation for James-Stein estimators

DOI10.1016/0167-7152(91)90103-XzbMath0735.62054OpenAlexW2037410937MaRDI QIDQ1181127

Edsel A. Peña, Arjun K. Gupta

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90103-x

zbMATH Keywords

quadratic lossrisk functionbest estimators of best linear estimatorsJames-Stein shrinkage estimatorsmultivariate norm meanpurely frequentist development

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (2)

Stein estimation -- a review ⋮ A new general interpretation of the Stein estimate and how it adapts: Applications.

Cites Work

• Improved estimation for a model arising in reliability and competing risks
• Some thoughts on empirical Bayes estimation
• The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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