A geometrical explanation of Stein shrinkage (Q2634652)

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A geometrical explanation of Stein shrinkage
scientific article

    Statements

    title
    A geometrical explanation of Stein shrinkage (English)
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    author
    Lawrence D. Brown
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    Linda H. Zhao
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    publication date
    18 February 2016
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    zbMATH Keywords
    Stein estimation
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    shrinkage
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    minimax
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    empirical Bayes
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    high-dimensional geometry
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    Identifiers

    DOI
    10.1214/11-STS382
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    zbMATH DE Number
    6542032
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    arXiv ID
    1203.4737
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    OpenAlex ID
    W2001096624
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