An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator

DOI10.2307/3314636zbMath0649.62004OpenAlexW2131991786MaRDI QIDQ3795041

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Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314636

zbMATH Keywords

quadratic riskpositive-part James-Stein estimatornormal mean vectorexplicit formula for the risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Related Items (2)

The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions ⋮ Modified Bessel functions and their applications in probability and statistics

Cites Work

• An explicit formula for the risk of James-Stein estimators
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