scientific article; zbMATH DE number 7595397

MaRDI QIDQ5039577

Abdelkader Benkhaled, Abdenour Hamdaoui

Publication date: 30 September 2022

Full work available at URL: http://elib.mi.sanu.ac.rs/files/journals/kjm/70/2_eng.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

James-Stein estimatorquadratic riskshrinkage estimatornon-central chi-square distributionmultivariate Gaussian random variable

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function ⋮ On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function ⋮ On shrinkage estimators improving the positive part of James-Stein estimator ⋮ Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function

Cites Work

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• The optimal extended balanced loss function estimators
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Asymptotic properties of risks ratios of shrinkage estimators
• Limit expressions for the risk of james‐stein estimators
• Generalized james-stein estimatoes
• More on the restricted ridge regression estimation
• The Risk of James–Stein and Lasso Shrinkage

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