Stein estimation: The spherically symmetric case

DOI10.1214/ss/1177012104zbMath0955.62611OpenAlexW3124366624MaRDI QIDQ1596005

William E. Strawderman, Ann Cohen Brandwein

Publication date: 7 February 2001

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

Full work available at URL: https://doi.org/10.1214/ss/1177012104

Mathematics Subject Classification ID

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

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