Whither jackknifing in stein-rule estimation

DOI10.1080/03610928608829246zbMath0614.62064OpenAlexW2066739475MaRDI QIDQ4721414

Pranab Kumar Sen

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829246

zbMATH Keywords

shrinkage estimationminimaxityconsistent estimatorinadmissibilitylocation parameterasymptotic riskjackknifingbias-reductionStein-rule estimationPitman-type alternatives

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Small sample performance of jackknife confidence intervals for the james-stein estimator

Cites Work

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• On some shrinkage estimators of multivariate location
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Some invariance principles relating to jackknifing and their role in sequential analysis
• A james-stein type detour of U-statistics
• On shrinkage m-estimators of location parameters

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