Improving the James-Stein estimator using the Stein variance estimator
type: Item
instance of: scholarly article
title: Improving the James-Stein estimator using the Stein variance estimator
zbMATH Open document ID: 0801.62059
DOI: 10.1016/0167-7152(94)90049-3
author: J. Calvin Berry
published in: Statistics \& Probability Letters
publication date: 1994-09-05T00:00:00Z
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 633696
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: Stein variance estimator
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: multivariate normal mean vector
zbMATH Keywords: domination
zbMATH Keywords: positive part versions
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90049-3
OpenAlex ID: W2054897625
cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
cites work: Q3185327
cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
cites work: Estimation of the mean of a multivariate normal distribution
cites work: Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
description: scientific article; zbMATH DE number 633696