Integral Inequality for Minimaxity in the Stein Problem

DOI10.14490/JJSS.39.155zbMath1248.62088OpenAlexW2233653423MaRDI QIDQ2919538

Tatsuya Kubokawa

Publication date: 4 October 2012

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=39_2_155&screenID=AF06S010&noVol=39&noIssue=2

zbMATH Keywords

decision theoryestimationJames-Stein estimatornormal distributiondifferential inequalityinadmissibilitylinear regression modelrisk functionregression coefficientsuniform domination

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Inequalities for sums, series and integrals (26D15)

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Estimation of the mean vector in a singular multivariate normal distribution ⋮ Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

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