Generalized james-stein estimatoes

DOI10.1080/03610928208828386zbMath0501.62065OpenAlexW2161918047MaRDI QIDQ3966957

Wen Hou Kuo, Tze Fen Li

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828386

zbMATH Keywords

minimaxdomination propertyJames-Stein estimators

Mathematics Subject Classification ID

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

Related Items

SHRINKAGE EFFICIENCY BOUNDS, On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function, Unnamed Item, A family of dominating minimax estimators of a multivariate normal mean, A family of minimax estimators of a multivariate normal mean, Necessary conditions for dominating the James-Stein estimator

Cites Work

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• Minimax estimators of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean