Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (Q1816574): Difference between revisions

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+https://doi.org/10.1214/aos/1032894466
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+W1979454519
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+Q4321947
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+Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
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+Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
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+Stein estimation: The spherically symmetric case
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+Generalizations of James-Stein estimators under spherical symmetry
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+Shrinkage estimators under spherical symmetry for the general linear model
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+Skorokhod Embedding by Randomized Hitting Times
@@ Property / cites work: Skorokhod Embedding by Randomized Hitting Times / rank @@
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+Q4057387
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+The stopping distributions of a Markov process
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+Estimation of the mean of a multivariate normal distribution
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