Density prediction and the Stein phenomenon (Q2206751)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Density prediction and the Stein phenomenon
scientific article

    Statements

    Density prediction and the Stein phenomenon (English)
    0 references
    0 references
    0 references
    0 references
    26 October 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    divergence loss
    0 references
    dominance property
    0 references
    empirical Bayes
    0 references
    Hellinger-Bhattacharyya divergence
    0 references
    Kullback-Leibler divergence
    0 references
    minimaxity
    0 references
    normal distribution
    0 references
    Poisson distribution
    0 references
    risk function
    0 references
    shrinkage estimator
    0 references
    simultaneous estimation
    0 references
    superharmonic
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references