Admissibility as a touchstone

DOI10.1214/AOS/1176350264zbMATH Open0615.62006OpenAlexW1985199192MaRDI QIDQ1820521

Larry Shepp, Avishai Mandelbaum

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350264

zbMATH Keywords

Wiener processGaussian processesnormal distributionmeansKarhunen-Loève expansionsimultaneous estimationJames-Stein estimationinfinite modeldominating estimatorweighted quadratic lossestimating the driftproper Bayes estimators

Mathematics Subject Classification ID

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

Related Items (4)

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