Group adaptive stein estimation of normal means

DOI10.1080/03610919308813119zbMath0800.62272OpenAlexW1562850268MaRDI QIDQ4277748

S. J. Steel

Publication date: 19 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813119

zbMATH Keywords

clusteringshrinkage estimationrisk estimationgroup adaptive

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Combining coordinates in simultaneous estimation of normal means
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• On combining Stein estimation problems: An adaptive rule under classical criteria
• Minimax multiple shrinkage estimation
• Estimation of the mean of a multivariate normal distribution
• Estimation of the non-centrality parameter of a chi squared distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Bootstrap methods: another look at the jackknife
• On Grouping for Maximum Homogeneity
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• How Much Does Stein Estimation Help in Multiple Linear Regression?
• Combining Minimax Shrinkage Estimators
• An estimator for the means of mormal populations
• A formal bayes multiple shrinkage estimator

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