Minimax property of stein's estimator

DOI10.1080/03610927908827784zbMath0442.62008OpenAlexW2154908023MaRDI QIDQ3884955

Khursheed Alam, James S. Hawkes

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610927908827784

zbMATH Keywords

maximum likelihoodquadratic lossgeneralized lossK-variate normal distributionminimax property of Stein estimator

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Families of minimax estimators of the mean of a multivariate normal distribution

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