Linear shrinkage estimation of high-dimensional means

DOI10.1080/03610926.2021.1994610OpenAlexW3209306084MaRDI QIDQ6169356

Ryumei Nakada, Tatsuya Kubokawa, Muni S. Srivastava, Yuki Ikeda

Publication date: 11 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1994610

zbMATH Keywords

shrinkagehigh dimensionnon-normal distributionrisk functionquadratic loss functionStein estimatormean vector

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites Work

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• On a Problem of Robbins

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