Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator (Q1121606)
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English | Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator |
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Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator (English)
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1989
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universal domination
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stochastic domination
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James-Stein positive part estimator
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universal class of losses
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standard linear model
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normal distribution
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zero mean vector
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identity covariance matrix
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least squares estimator
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James-Stein type estimators
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squared error loss
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universally inadmissible
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U-inadmissible
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U-admissible
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