Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
type: Item
instance of: scholarly article
title: Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
zbMATH Open document ID: 0859.62012
author: Steven Neil Evans
author: Philip B. Stark
published in: The Annals of Statistics
publication date: 1997-04-09T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 950553
zbMATH Keywords: location parameter
zbMATH Keywords: spherically symmetric distributions
zbMATH Keywords: error distributions
zbMATH Keywords: mean
zbMATH Keywords: shift model
zbMATH Keywords: inadmissible
zbMATH Keywords: quadratic loss
zbMATH Keywords: stopped Brownian motion
zbMATH Keywords: stochastic analysis
zbMATH Keywords: integration by parts
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032894466
OpenAlex ID: W1979454519
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DOI: 10.1214/AOS/1032894466
description: scientific article; zbMATH DE number 950553