A Note on the Comparison of the Stein Estimator and the James-Stein Estimator

DOI10.1080/03610926.2013.799693zbMath1328.62349OpenAlexW2019718088MaRDI QIDQ3458076

Jian Tao, Shishun Zhao, Nan Lin, Ning-Zhong Shi

Publication date: 8 December 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.799693

zbMATH Keywords

mean squared errorJames-Stein estimatorStein estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

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• Necessary conditions for dominating the James-Stein estimator
• James-Stein estimators for time series regression models
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• Stein estimation under elliptical distributions
• Estimation of the mean of a multivariate normal distribution
• Generalizations of James-Stein estimators under spherical symmetry
• Stein estimation for non-normal spherically symmetric location families in three dimensions
• Stein estimation: The spherically symmetric case
• Improving on the James-Stein positive-part estimator
• A note on classical Stein-type estimators in elliptically contoured models
• James-Stein shrinkage to improve \(k\)-means cluster analysis
• Confidence intervals for nonparametric regression
• Stein-rule estimation under an extended balanced loss function
• The Stein–James estimator for short- and long-memory Gaussian processes
• James–Stein type estimators for ordered normal means
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss

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