Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
type: Item
instance of: scholarly article
title: Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
zbMATH Open document ID: 0674.62007
published in: The Annals of Statistics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62C05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 4104171
zbMATH Keywords: universal domination
zbMATH Keywords: stochastic domination
zbMATH Keywords: James-Stein positive part estimator
zbMATH Keywords: universal class of losses
zbMATH Keywords: standard linear model
zbMATH Keywords: normal distribution
zbMATH Keywords: zero mean vector
zbMATH Keywords: identity covariance matrix
zbMATH Keywords: least squares estimator
zbMATH Keywords: James-Stein type estimators
zbMATH Keywords: squared error loss
zbMATH Keywords: universally inadmissible
zbMATH Keywords: U-inadmissible
zbMATH Keywords: U-admissible
author: Lawrence Brown
author: Jiunn Tzon Hwang
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347014
OpenAlex ID: W1999971690
DOI: 10.1214/AOS/1176347014
description: scientific article; zbMATH DE number 4104171