Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307)
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scientific article; zbMATH DE number 4050785
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| English | Monotonicity of risk for a shrinkage estimator of a multivariate normal mean |
scientific article; zbMATH DE number 4050785 |
Statements
Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (English)
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1988
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James-Stein estimator
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normal mean
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shrinkage estimators
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maximum likelihood estimator
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risk functions
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monotone nondecreasing
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noncentrality parameters
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0.8094508647918701
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0.8013423681259155
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0.7986692190170288
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0.7973092794418335
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