Estimating risk and the mean squared error matrix in Stein estimation
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Publication:697467
DOI10.1006/JMVA.2001.2020zbMath0997.62044OpenAlexW2082471021MaRDI QIDQ697467
Muni S. Srivastava, Tatsuya Kubokawa
Publication date: 17 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2020
riskinadmissibilityquadratic lossrisk differencetruncated estimators of riskuniformly minimum variance unbiased estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
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Cites Work
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