Asymptotically Dominating Estimation of Expectation Value Vectors

DOI10.1137/S0040585X97977422MaRDI QIDQ4510013zbMATH OpenFDO

Authors V. I. Serdobol'skij

Publication date 19 October 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97977422

zbMATH Keywords

dominating estimatorslarge dimensionsshrinkage estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• Matrix shrinkage of high-dimensional expectation vectors
• Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations
• Shrinkage domination in a multivariate common mean problem
• scientific article; zbMATH DE number 3940461
• scientific article; zbMATH DE number 3982298

Cited in

(1)

• Matrix shrinkage of high-dimensional expectation vectors

This page was built for publication: Asymptotically Dominating Estimation of Expectation Value Vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4510013)