Stein estimation for spherically symmetric distributions: recent developments

DOI10.1214/10-STS323zbMath1330.62285arXiv1203.4724MaRDI QIDQ2634651

Ann Cohen Brandwein, William E. Strawderman

Publication date: 18 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4724

zbMATH Keywords

spherical symmetryminimaxityadmissibilityStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Sufficient statistics and fields (62B05)

Related Items (4)

Evaluating default priors with a generalization of Eaton's Markov chain ⋮ Drift estimation with non-Gaussian noise using Malliavin calculus ⋮ Prediction and calibration for multiple correlated variables ⋮ The Stein effect for Fréchet means

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