Estimation of the MSE matrix of the stein estimator (Q3795071): Difference between revisions

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Latest revision as of 17:10, 18 June 2024

scientific article
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Estimation of the MSE matrix of the stein estimator
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    Estimation of the MSE matrix of the stein estimator (English)
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    1988
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    Uniformly minimum-variance unbiased (UMVU) estimators of the total risk
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    mean-squared-error
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    Stein estimator
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    multivariate normal mean
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    unknown covariance matrix
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    estimated MSE matrix
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    shrinkage estimator
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    quadratic loss
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