Dominance of the positive-part version of the James-Stein estimator
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DOI10.1016/0167-7152(88)90033-8zbMATH Open0654.62044OpenAlexW1990112074MaRDI QIDQ1108715FDOQ1108715
Authors: David Nickerson 
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90033-8
Recommendations
Monte Carlo studydominationmean estimationp-variate normal distributionJames-Stein estimatorspositive-part rule
Cites Work
- Estimation with quadratic loss.
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Families of minimax estimators of the mean of a multivariate normal distribution
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- Adaptive estimators for simultaneous estimation of Poisson means
- Sequential shrinkage estimation
Cited In (9)
- Limit of the ratio of risks of James-Stein estimators with unknown variance
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
- Universal domination of stein-type estimators
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted.
- An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator
- Title not available (Why is that?)
- Necessary conditions for dominating the James-Stein estimator
- On shrinkage estimators improving the positive part of James-Stein estimator
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
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