Characterization of Priors in the Stein Problem

DOI10.14490/JJSS.37.207zbMATH Open1351.62074OpenAlexW1524523733MaRDI QIDQ3542426

Tatsuya Kubokawa

Publication date: 1 December 2008

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

Full work available at URL: https://www.jstage.jst.go.jp/article/jjss/37/2/37_2_207/_pdf

zbMATH Keywords

decision theoryestimationJames-Stein estimatorinverse Laplace transformshrinkage estimationminimaxitygeneralized Bayes estimatoradmissibilityquadratic lossrisk functionStein problemuniform domination

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

On priors which give Bayes minimax estimators of Baranchik's form

This page was built for publication: Characterization of Priors in the Stein Problem