A simple motivation for James-Stein estimators (Q1181127): Difference between revisions

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Property / cites work: Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach / rank
 
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Latest revision as of 11:56, 30 July 2024

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A simple motivation for James-Stein estimators
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    A simple motivation for James-Stein estimators (English)
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    27 June 1992
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    purely frequentist development
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    James-Stein shrinkage estimators
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    multivariate norm mean
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    quadratic loss
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    best estimators of best linear estimators
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    risk function
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