An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512)
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English | An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss |
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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (English)
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1990
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vague priors
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shrinkage estimators
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risk improvement
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unknown location vector
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squared-error-loss measure
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near-minimax empirical Bayes estimators
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Stein's unbiased estimator of the risk
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optimum risk- effective shrinkage estimator
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