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

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scientific article; zbMATH DE number 7721857
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On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
scientific article; zbMATH DE number 7721857

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