Generalized james-stein estimatoes

DOI10.1080/03610928208828386MaRDI QIDQ3966957zbMATH OpenOpenAlexFDO

Authors Tze Fen Li, Wen Hou Kuo

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928208828386

zbMATH Keywords

domination propertyJames-Stein estimatorsminimax

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• Minimax estimators of the mean of a multivariate normal distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

Cited in

(6)

• A family of minimax estimators of a multivariate normal mean
• Shrinkage efficiency bounds
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios
• On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
• A family of dominating minimax estimators of a multivariate normal mean
• Necessary conditions for dominating the James-Stein estimator

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