The Stein phenomenon for monotone incomplete multivariate normal data
type: Item
instance of: scholarly article
title: The Stein phenomenon for monotone incomplete multivariate normal data
zbMATH Open document ID: 1264.62049
author: Tomoya Yamada
author: Donald Richards
published in: Journal of Multivariate Analysis
publication date: 2010-02-12T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 5669344
zbMATH Keywords: Cauchy's interlacing theorem
zbMATH Keywords: empirical Bayes estimation
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: missing completely at random
zbMATH Keywords: positive-part estimator
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: squared-error loss function
zbMATH Keywords: Wishart distribution
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.11.002
OpenAlex ID: W2004459440
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DOI: 10.1016/J.JMVA.2009.11.002
description: scientific article; zbMATH DE number 5669344