Weighted shrinkage estimators of normal mean matrices and dominance properties
type: Item
instance of: scholarly article
title: Weighted shrinkage estimators of normal mean matrices and dominance properties
author: Ryota Yuasa
author: Tatsuya Kubokawa
published in: Journal of Multivariate Analysis
publication date: 2022-12-23T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 7636967
zbMATH Keywords: Efron-Morris estimator
zbMATH Keywords: empirical Bayes
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: minimaxity
zbMATH Keywords: quadratic loss
zbMATH Keywords: Stein's identity
MaRDI profile type: Publication
full work available at URL: j.jmva.2022.105138
OpenAlex ID: W4310291209
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cites work: Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
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DOI: 10.1016/J.JMVA.2022.105138
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description: scientific article; zbMATH DE number 7636967