On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means

DOI10.2307/2288197zbMath0536.62039OpenAlexW4235906916MaRDI QIDQ3321249

Dey, Dipak K., James O. Berger

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288197

zbMATH Keywords

empirical BayesJames-Stein estimatorsimultaneous estimation of normal meansadaptive versionheavy-tailed prior distributionslimited translation Stein estimatortruncation of shrinkage estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10)

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