A minimum average risk approach to shrinkage estimators of the normal mean (Q912518)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimum average risk approach to shrinkage estimators of the normal mean |
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A minimum average risk approach to shrinkage estimators of the normal mean (English)
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1989
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optimal weight function
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Hilbert space
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quadratic programming
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preliminary test estimators
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mean square error
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normal mean
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shrinkage estimators
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non-parametric family of weight functions
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average risk
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MSE efficiency
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robustness property
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posterior mean estimators
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conjugate normal priors
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