Stein's idea and minimax admissible estimation of a multivariate normal mean

DOI10.1016/S0047-259X(03)00097-6zbMath1032.62007MaRDI QIDQ1421879

Yuzo Maruyama

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

James-Stein estimatorTauberian theoremStein phenomenonEstimation of multivariate normal mean

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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