Estimators which are Uniformly Better than the James-Stein Estimator

DOI10.1177/0008068319970304zbMath0917.62004OpenAlexW2736178449MaRDI QIDQ4226886

Nabendu Pal, Jyh-Jiuan Lin

Publication date: 5 July 1999

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319970304

zbMATH Keywords

James-Stein estimatorshrinkage estimationloss functioninadmissibilityrisk function

Mathematics Subject Classification ID

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

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Stein estimation -- a review

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