A formal bayes multiple shrinkage estimator (Q4720573)
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scientific article; zbMATH DE number 3992673
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A formal bayes multiple shrinkage estimator |
scientific article; zbMATH DE number 3992673 |
Statements
A formal bayes multiple shrinkage estimator (English)
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1986
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multivariate normal
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superharmonic function
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admissibility
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squared error loss
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maximum likelihood estimator
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new minimax multiple shrinkage estimator
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formal Bayes
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mixture of harmonic priors
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risk
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simulation
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Stein estimator
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0.9285977
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0.90797174
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0.8993949
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0.89472383
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0.89472103
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0.89448935
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0.8888701
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0.88860476
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