Stein estimation -- a review

DOI10.1007/BF02926100zbMath1047.62506MaRDI QIDQ1567075

Kurt Hoffmann

Publication date: 2000

Published in: Statistical Papers (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (10)

Asymptotically optimal shrinkage estimates for non-normal data ⋮ Bias Adjustment Minimizing the Asymptotic Mean Square Error ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Bayesian regression based on principal components for high-dimensional data ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ Shrinkage estimation in spatial autoregressive model ⋮ Matrix shrinkage of high-dimensional expectation vectors ⋮ Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators ⋮ Shrinkage-based similarity metric for cluster analysis of microarray data ⋮ Unimprovable solution to systems of empirical linear algebraic equations

Cites Work

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