All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown

DOI10.1214/aos/1069362745zbMath0949.62006OpenAlexW1986342473MaRDI QIDQ1364747

Anirban DasGupta, William E. Strawderman

Publication date: 19 September 2000

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362745

zbMATH Keywords

James-Stein estimatorriskinadmissibilitymultivariate normalRiccati differential equationsspherically symmetric estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15) Numerical methods for ordinary differential equations (65L99)

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