Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
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Publication:1330206
DOI10.1016/0378-3758(94)90111-2zbMath0807.62046OpenAlexW1967443489MaRDI QIDQ1330206
Publication date: 1 March 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)90111-2
multivariate normal populationsestimating the common mean vectormutually independent p-dimensional random vectorsStein-type shrinkage estimatorsuniform dominationusual estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical decision theory (62C99)
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