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

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Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
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    Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (English)
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    9 April 1997
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    location parameter
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    spherically symmetric distributions
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    error distributions
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    mean
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    shift model
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    inadmissible
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    quadratic loss
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    stopped Brownian motion
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    stochastic analysis
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    integration by parts
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