Characterization of Priors in the Stein Problem

DOI10.14490/JJSS.37.207MaRDI QIDQ3542426zbMATH OpenOpenAlexFDO

Authors Tatsuya Kubokawa

Publication date 1 December 2008

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://www.jstage.jst.go.jp/article/jjss/37/2/37_2_207/_pdf

zbMATH Keywords

admissibilitydecision theoryestimationgeneralized Bayes estimatorinverse Laplace transformJames-Stein estimatorminimaxityquadratic lossrisk functionshrinkage estimationStein problemuniform domination

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(2)

• scientific article; zbMATH DE number 502968 (Why is no real title available?)
• On priors which give Bayes minimax estimators of Baranchik's form

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