The data-smoothing aspect of Stein estimates

DOI10.1214/AOS/1176346709zbMath0557.62007OpenAlexW1998655812MaRDI QIDQ761716

Ker-Chau Li, Jiunn Tzon Hwang

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346709

zbMATH Keywords

consistencykernel estimatessmoothing splinenonparametric regressiondata smoothingnearest neighbor estimatesaverage squared error lossStein estimates

Mathematics Subject Classification ID

Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Nonparametric inference (62G99)

Related Items (4)

Hybid shrinkage estimators using penalty bases for the ordinal one-way layout ⋮ Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean ⋮ The Stein effect for Fréchet means ⋮ ASP fits to multi-way layouts

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