A property of Stein's estimator for the mean of a multivariate normal distribution

DOI10.1111/J.1467-9574.1976.TB00262.XzbMath0332.62007OpenAlexW2065582030MaRDI QIDQ4098481

V. Susarla

Publication date: 1976

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1976.tb00262.x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate analysis (62H99) Point estimation (62F10) Bayesian inference (62F15) Statistical decision theory (62C99)

Related Items (1)

A note on james-stein and bayes empiricl bayes estimators

Cites Work

• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case

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