Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307): Difference between revisions
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| Property / cites work: Families of minimax estimators of the mean of a multivariate normal distribution / rank | |||
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| Property / cites work: Combining Minimax Shrinkage Estimators / rank | |||
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| Property / cites work: Q3185327 / rank | |||
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| Property / cites work: Precision of individual estimators in simultaneous estimation of parameters / rank | |||
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| Property / cites work: Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution / rank | |||
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Latest revision as of 16:14, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity of risk for a shrinkage estimator of a multivariate normal mean |
scientific article |
Statements
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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