A minimax result related to Stein's effect

DOI10.1007/BF02480979zbMath0527.62006OpenAlexW2043147772MaRDI QIDQ595285

Sam Gutmann

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480979

zbMATH Keywords

randomized risk functionsStein effect

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Cites Work

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