Universal domination of stein-type estimators

DOI10.1080/03610928608829241zbMath0612.62009OpenAlexW1968143896MaRDI QIDQ3753246

Fanny Ki, Kam-Wah Tsui

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829241

zbMATH Keywords

loss functiondominancelocation parameterspherically symmetric distributionpositive-part Baranchik-type estimatorspositive-part James-Stein estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) General considerations in statistical decision theory (62C05)

Cites Work

• Unnamed Item
• Simultaneous estimation of location parameters under quadratic loss
• Simultaneous estimation of parameters in exponential families
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Improved confidence set estimators of a multivariate normal mean and generalizations
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Minimax confidence sets for the mean of a multivariate normal distribution
• Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)

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