On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522)

From MaRDI portal





scientific article; zbMATH DE number 7721857
Language Label Description Also known as
default for all languages
No label defined
    English
    On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
    scientific article; zbMATH DE number 7721857

      Statements

      On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (English)
      0 references
      0 references
      0 references
      0 references
      2 August 2023
      0 references
      balanced loss function
      0 references
      James-Stein estimator
      0 references
      minimaxity
      0 references
      multivariate Gaussian random variable
      0 references
      non-central chi-square distribution
      0 references
      risk ratio
      0 references
      shrinkage estimator
      0 references

      Identifiers