Accelerated sequential shrinkage estimation

zbMath0982.62068MaRDI QIDQ1962792

Nitis Mukhopadhyay, A. D. Abid

Publication date: 7 April 2002

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/214544

zbMATH Keywords

inadmissibilityasymptotic risk expansionshybrid James-Stein estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15) Sequential estimation (62L12)

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