A note on admissibility when precision is unbounded

DOI10.1214/aos/1176324537zbMath0824.62007OpenAlexW1994434728MaRDI QIDQ1896272

Yanyan Li

Publication date: 13 November 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176324537

zbMATH Keywords

shrinkage estimationinadmissibilitycommon mean vectorindependent normal observationsStein's normal identity

Mathematics Subject Classification ID

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

Related Items (1)

A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique

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