On combining Stein estimation problems: An adaptive rule under classical criteria
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Publication:1080580
DOI10.1016/0378-3758(86)90168-0zbMath0599.62035MaRDI QIDQ1080580
Adam T. Martinsek, Robert Bohrer
Publication date: 1986
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(86)90168-0
shrinkage; adaptive procedure; Stein's unbiased risk estimator; grouping problem; Stein estimation problem
62F10: Point estimation
62C15: Admissibility in statistical decision theory
62C25: Compound decision problems in statistical decision theory
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