Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance

DOI10.1214/15-AOS1377zbMath1347.60017arXiv1603.09144OpenAlexW2299821562WikidataQ39742706 ScholiaQ39742706MaRDI QIDQ282454

Xianchao Xie, S. C. Kou, Lawrence D. Brown

Publication date: 12 May 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09144

zbMATH Keywords

shrinkage estimatorhierarchical modelasymptotic optimalitylocation-scale familyquadratic variance functionunbiased risk estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

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Uses Software

• mixfdr

Cites Work

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