On homogeneous James-Stein type estimators

DOI10.1016/J.SPL.2022.109638zbMath1495.62040OpenAlexW4289343277MaRDI QIDQ2081766

Fatiha Mezoued, William E. Strawderman, Dominique Fourdrinier, Djamila Boukehil

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109638

zbMATH Keywords

James-Stein estimatorminimaxity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Improving on the James-Stein positive-part estimator
• Shrinkage estimation
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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