Simultaneous estimation of restricted means via the Gauss divergence theorem

DOI10.1007/s13171-011-0001-5zbMath1418.62094OpenAlexW2088690893MaRDI QIDQ354206

Hisayuki Tsukuma

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0001-5

zbMATH Keywords

decision theoryquadratic lossdivergence theoremsimultaneous estimationJames-Stein's estimatorrestricted parameter space

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

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