Stein's phenomenon in estimation of means restricted to a polyhedral convex cone

DOI10.1016/j.jmva.2006.10.002zbMath1139.62002MaRDI QIDQ2482611

Hisayuki Tsukuma, Tatsuya Kubokawa

Publication date: 23 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.10.002

zbMATH Keywords

James-Stein estimator; shrinkage estimation; minimaxity; inadmissibility; generalized Bayes estimator; restricted parameters; simultaneous estimation; simple order restriction; tree order restriction; umbrella order restriction

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F30: Parametric inference under constraints

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

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