On shrinkage estimators improving the positive part of James-Stein estimator

DOI10.1515/DEMA-2021-0038zbMath1477.62184OpenAlexW4205113137MaRDI QIDQ2063208

Abdenour Hamdaoui

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

zbMATH Keywords

James-Stein estimatorshrinkage estimatorsnon-central chi-square distributionmultivariate normal distributionquadratic loss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Cites Work

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