Estimation, prediction and the Stein phenomenon under divergence loss

DOI10.1016/j.jmva.2008.02.002zbMath1274.62080OpenAlexW1963870319MaRDI QIDQ953855

Malay Ghosh, Gauri Sankar Datta, Victor Mergel

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.002

zbMATH Keywords

empirical BayesminimaxityadmissibilityKullback-Leibler lossBaranchick classBhattacharyya-Hellinger loss

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

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