A formal bayes multiple shrinkage estimator (Q4720573)

From MaRDI portal
scientific article; zbMATH DE number 3992673
Language Label Description Also known as
English
A formal bayes multiple shrinkage estimator
scientific article; zbMATH DE number 3992673

    Statements

    A formal bayes multiple shrinkage estimator (English)
    0 references
    0 references
    1986
    0 references
    multivariate normal
    0 references
    superharmonic function
    0 references
    admissibility
    0 references
    squared error loss
    0 references
    maximum likelihood estimator
    0 references
    new minimax multiple shrinkage estimator
    0 references
    formal Bayes
    0 references
    mixture of harmonic priors
    0 references
    risk
    0 references
    simulation
    0 references
    Stein estimator
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references