Non-minimaxity of debiased shrinkage estimators

DOI10.1007/S42081-023-00218-XzbMATH Open1541.6217MaRDI QIDQ6578499

Yuzo Maruyama, Akimichi Takemura

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

James-Stein estimatorminimaxityStein's unbiased risk estimatedebiased shrinkage estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Empirical Bayes on vector observations: An extension of Stein's method
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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