A james-stein type detour of U-statistics
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Publication:3740074
DOI10.1080/03610928408828857zbMath0603.62080OpenAlexW2084614497MaRDI QIDQ3740074
Publication date: 1984
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3443
kernellocal alternativesshrinkage estimatorspreliminary test estimatorjackknife estimatorJames-Stein type estimatorasymptotically inadmissiblemultivariate normal mean estimationp-variate U-statistic
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Admissibility in statistical decision theory (62C15)
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Cites Work
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- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- A Class of Statistics with Asymptotically Normal Distribution
- The Theory of Unbiased Estimation
