Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
Publication:2482611
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
James-Stein estimator; shrinkage estimation; minimaxity; inadmissibility; generalized Bayes estimator; restricted parameters; simultaneous estimation; simple order restriction; tree order restriction; umbrella order restriction
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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