A sequence of improvements over the James-Stein estimator (Q1201136): Difference between revisions
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| Property / cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution / rank | |||
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| Property / cites work: Multivariate empirical Bayes and estimation of covariance matrices / rank | |||
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| Property / cites work: Q3185327 / rank | |||
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| Property / cites work: An approach to improving the James-Stein estimator / rank | |||
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| Property / cites work: Q3237829 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0047-259x(92)90050-p / rank | |||
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| Property / OpenAlex ID: W2049401243 / rank | |||
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Latest revision as of 10:18, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequence of improvements over the James-Stein estimator |
scientific article |
Statements
A sequence of improvements over the James-Stein estimator (English)
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17 January 1993
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quadratic loss
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risk function
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inadmissibility
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domination
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normal mean vector
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noncentral chi-square distribution
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smooth estimators
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James- Stein estimator
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