A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
DOI10.1006/JMVA.1996.0056zbMATH Open0864.62037OpenAlexW2078122099MaRDI QIDQ1126152FDOQ1126152
Authors: Dominique Fourdrinier, William E. Strawderman 
Publication date: 23 February 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0056
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- The philosophical significance of Stein's paradox
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- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
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- Improved robust model selection methods for a Lévy nonparametric regression in continuous time
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- Improved estimation in a non-Gaussian parametric regression
- A unified and generalized set of shrinkage bounds on minimax Stein estimates
- New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
- Improved estimation method for high dimension semimartingale regression models based on discrete data
- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
- Estimation of the mean of a spherically symmetric distribution with constraints on the norm
- On completeness of the general linear model with spherically symmetric errors
- Estimation of a parameter vector when some components are restricted
- Estimation of a parameter vector restricted to a cone
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