Estimation of the MSE matrix of the stein estimator (Q3795071)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the MSE matrix of the stein estimator |
scientific article |
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Estimation of the MSE matrix of the stein estimator (English)
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1988
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Uniformly minimum-variance unbiased (UMVU) estimators of the total risk
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mean-squared-error
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Stein estimator
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multivariate normal mean
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unknown covariance matrix
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estimated MSE matrix
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shrinkage estimator
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quadratic loss
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