Asymptotic properties of risks ratios of shrinkage estimators

DOI10.15672/HJMS.2014377624zbMath1348.62073MaRDI QIDQ2822549

Benmansour Djamel, Hamdaoui Abdenour

Publication date: 30 September 2016

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

James-Stein estimatorquadratic risknon-central chi-square distributionmultivariate Gaussian random variable

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function ⋮ Unnamed Item ⋮ On shrinkage estimators improving the positive part of James-Stein estimator ⋮ Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function

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