Two-stage james-stein estimators of the mean based on prior knowledge

DOI10.1080/03610929508831612zbMath0937.62597OpenAlexW2016878725MaRDI QIDQ4337060

Yuan-Tsung Chang

Publication date: 27 August 1997

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

Full work available at URL: https://doi.org/10.1080/03610929508831612

zbMATH Keywords

James-Stein estimatorrisktwo-stage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Related Items (1)

A class of general pretest estimators for the univariate normal mean

Cites Work

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• Two-stage sequential estimation of a multivariate normal mean under quadratic loss
• Sequential shrinkage estimation
• A two stage shrinkage testimator for the mean of an exponential distribution
• On a Two-Stage Estimate of the Mean

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