Some limitation on stein's phenomenon

DOI10.1080/03610928608829233zbMath0603.62002OpenAlexW2025249781MaRDI QIDQ3740012

Jiunn Tzon Hwang, Lawrence D. Brown

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829233

zbMATH Keywords

risk functionStein effectcoordinatewise admissible decision rulesum of coordinatewise strictly convex continuous loss functions

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Related Items (1)

Larry Brown's work on admissibility

Cites Work

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• Construction of improved estimators in multiparameter estimation for discrete exponential families
• Stein's paradox is impossible in problems with finite sample space
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Examples of Berger's phenomenon in the estimation of independent normal means
• Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
• Minimax estimation of location vectors for a wide class of densities
• Admissibility in statistical problems involving a location or scale parameter
• Admissiblity of procedures in two-dimensional location parameter problems
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Simultaneous Estimation of the Means of Independent Poisson Laws
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• On the Admissible Estimators for Certain Fixed Sample Binomial Problems

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