A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss (Q1235478): Difference between revisions

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+Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
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+Minimax estimators of the mean of a multivariate normal distribution
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+Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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+Parameter Estimates and Autonomous Growth
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+Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
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+Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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