A new general interpretation of the Stein estimate and how it adapts: Applications.

DOI10.1016/S0378-3758(98)00146-3zbMath1070.62511OpenAlexW2004690133MaRDI QIDQ1298957

Anirban DasGupta, Bimal Kumar Sinha

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00146-3

zbMATH Keywords

RiskSchwartz inequalityWeak law of large numbersSquared error lossLocation parameterAbsolute error lossExtreme value distributionSpherically symmetric

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Related Items (2)

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION ⋮ Stein estimation -- a review

Uses Software

• alr3

Cites Work

• Simultaneous estimation of location parameters under quadratic loss
• Estimation of the mean of a multivariate normal distribution
• Minimax ridge regression estimation
• Generalizations of James-Stein estimators under spherical symmetry
• A simple motivation for James-Stein estimators
• Stein estimation: The spherically symmetric case
• The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• On the Admissibility of Invariant Estimators of One or More Location Parameters
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