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On sharper bounds for the risk of james-stein estimators

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Publication:3727168
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DOI10.1080/03610928608829140zbMath0595.62066OpenAlexW2042245169MaRDI QIDQ3727168

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Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829140


zbMATH Keywords

James-Stein estimatorboundsrisk


Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)


Related Items (2)

A class of multiple shrinkage estimators ⋮ Shrinkage estimates based on orthogonal decomposition of the sample space




Cites Work

  • Limit expressions for the risk of james‐stein estimators
  • An explicit formula for the risk of James-Stein estimators




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