A new positive estimator of loss function

DOI10.1016/S0167-7152(97)00073-4zbMath0946.62008MaRDI QIDQ1382224

Yuzo Maruyama

Publication date: 25 March 1998

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

zbMATH Keywords

inadmissibilityStein identityloss estimator

Mathematics Subject Classification ID

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

Cites Work

• A unified approach to improving equivariant estimators
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