A sequence of improvements over the James-Stein estimator

DOI10.1016/0047-259X(92)90050-PzbMath0753.62031OpenAlexW2049401243MaRDI QIDQ1201136

Ying Guo, Nabendu Pal

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90050-p

zbMATH Keywords

dominationinadmissibilityquadratic lossrisk functionnoncentral chi-square distributionsmooth estimatorsJames- Stein estimatornormal mean vector

Mathematics Subject Classification ID

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

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Cites Work

• An approach to improving the James-Stein estimator
• Multivariate empirical Bayes and estimation of covariance matrices
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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