Improving the James-Stein estimator using the Stein variance estimator (Q1332901): 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: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean / rank | |||
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| Property / cites work: Estimation of the mean of a multivariate normal distribution / rank | |||
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| Property / cites work: Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances / rank | |||
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Latest revision as of 17:39, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving the James-Stein estimator using the Stein variance estimator |
scientific article |
Statements
Improving the James-Stein estimator using the Stein variance estimator (English)
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5 September 1994
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shrinkage estimator
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Stein variance estimator
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James-Stein estimator
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multivariate normal mean vector
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domination
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positive part versions
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