Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix

DOI10.1080/03610929608831877zbMath0870.62046OpenAlexW2083791324MaRDI QIDQ3125792

Nariaki Sugiura, Yoshiharu Takagi

Publication date: 23 September 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831877

zbMATH Keywords

shrinkage estimatorquadratic lossmean vectornoncentral F-distributioninadmissibility of James-Stein positive-part estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (3)

Stein estimation -- a review ⋮ MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression ⋮ MSE performance of a heterogeneous pre-test estimator

Cites Work

• Unnamed Item
• Improving on the James-Stein positive-part estimator
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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