On solutions for global Stein optimization problems with applications

DOI10.1016/S0378-3758(01)00233-6MaRDI QIDQ1600732zbMATH OpenFDO

Authors Stefan S. Ralescu

Publication date 16 June 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

global optimizationspherical symmetryminimaxityStein estimation

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20) Applications of optimal control and differential games (49N90)

Recommendations

• Stein estimation for spherically symmetric distributions: recent developments
• Integral inequality for minimaxity in the Stein problem
• Generalizations of James-Stein estimators under spherical symmetry
• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• Universal domination of stein-type estimators

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 3331075 (Why is no real title available?)
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Generalizations of James-Stein estimators under spherical symmetry
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
• On the construction of Bayes minimax estimators
• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
• Stein estimation for non-normal spherically symmetric location families in three dimensions
• Stein estimation: The spherically symmetric case

Cited in

(5)

• Steklov regularization and trajectory methods for univariate global optimization
• Integral inequality for minimaxity in the Stein problem
• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• scientific article; zbMATH DE number 4064275 (Why is no real title available?)
• A Bayes minimax result for spherically symmetric unimodal distributions

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