On the Stein effect under density power divergence loss

zbMath1432.62020MaRDI QIDQ2008629

Idir Ouassou, Younes Ommane

Publication date: 26 November 2019

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1573614022

zbMATH Keywords

minimaxitydominanceinadmissibilityadmissibilitydensity power divergenceStein phenomenonpredictive density estimationBaranchick estimatorsmultivariate observables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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