A class of multiple shrinkage estimators (Q1207621)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of multiple shrinkage estimators |
scientific article |
Statements
A class of multiple shrinkage estimators (English)
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1 April 1993
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shrinkage estimates
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loss
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normal distribution
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independent components
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unknown covariance
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James-Stein estimator
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Lindley's estimator
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mean squares error
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approximations
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coefficient of variation
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adaptive estimator
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