Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator (Q1121606)

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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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