Shrinkage estimation for convex polyhedral cones

DOI10.1016/j.spl.2004.08.007zbMath1107.62042OpenAlexW2000884269MaRDI QIDQ868275

Anna Amirdjanova, Michael B. Woodroofe

Publication date: 2 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.08.007

zbMATH Keywords

projectionsmean squared errormaximum likelihood estimatordegrees of freedomStein's identityprimal-dual basestarget estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (3)

Simultaneous estimation of restricted means via the Gauss divergence theorem ⋮ New types of shrinkage estimators of Poisson means under the normalized squared error loss ⋮ Improved loss estimation for the lasso: a variable selection tool

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Monotone regression estimates for grouped observations
• Estimation of a parameter vector restricted to a cone
• On the degrees of freedom in shape-restricted regression.
• Isotonic regression: Another look at the changepoint problem
• Estimating Strictly Increasing Regression Functions
• Maximum Likelihood Estimation of a Unimodal Density Function

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