On shrinkage estimators improving the positive part of James-Stein estimator
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Publication:2063208
DOI10.1515/DEMA-2021-0038zbMath1477.62184OpenAlexW4205113137MaRDI QIDQ2063208
Publication date: 10 January 2022
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2021-0038
James-Stein estimatorshrinkage estimatorsnon-central chi-square distributionmultivariate normal distributionquadratic loss function
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)
Cites Work
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