A class of multiple shrinkage estimators (Q1207621)

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A class of multiple shrinkage estimators
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    title
    A class of multiple shrinkage estimators (English)
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    DOI
    10.1007/BF00116474
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    publication date
    1 April 1993
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    Mathematics Subject Classification ID
    62H12
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    62F10
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    62J07
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    62F35
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    zbMATH DE Number
    150257
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    zbMATH Keywords
    shrinkage estimates
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    loss
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    normal distribution
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    independent components
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    unknown covariance
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    James-Stein estimator
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    Lindley's estimator
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    mean squares error
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    approximations
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    coefficient of variation
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    adaptive estimator
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