Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307): Difference between revisions
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Revision as of 18:41, 19 March 2024
scientific article
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English | Monotonicity of risk for a shrinkage estimator of a multivariate normal mean |
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Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (English)
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1988
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James-Stein estimator
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normal mean
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shrinkage estimators
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maximum likelihood estimator
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risk functions
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monotone nondecreasing
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noncentrality parameters
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