Group adaptive stein estimation of normal means

DOI10.1080/03610919308813119MaRDI QIDQ4277748zbMATH OpenOpenAlexFDO

Authors S. J. Steel

Publication date 19 January 1994

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919308813119

zbMATH Keywords

clusteringgroup adaptiverisk estimationshrinkage estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites work

• A formal bayes multiple shrinkage estimator
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• An estimator for the means of mormal populations
• Bootstrap methods: another look at the jackknife
• Combining coordinates in simultaneous estimation of normal means
• Combining Minimax Shrinkage Estimators
• Estimation of the mean of a multivariate normal distribution
• Estimation of the non-centrality parameter of a chi squared distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• How Much Does Stein Estimation Help in Multiple Linear Regression?
• Minimax multiple shrinkage estimation
• On combining Stein estimation problems: An adaptive rule under classical criteria
• On Grouping for Maximum Homogeneity
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means

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