Generalizations of James-Stein estimators under spherical symmetry

DOI10.1214/AOS/1176348267MaRDI QIDQ1178956zbMATH OpenOpenAlexFDO

Authors Ann Cohen Brandwein, William E. Strawderman

Publication date 26 June 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348267

zbMATH Keywords

squared error losslocation parametersuperharmonicspherically symmetric distributionsconcave lossJames Stein estimationsum of squared residuals

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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• Estimating a general function of a quadratic function
• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Improved estimates of location in the presence of an unknown scale
• Stein estimation for spherically symmetric distributions: recent developments
• Shrinkage estimation with a matrix loss function
• Stein estimation -- a review
• Admissibility results under some balanced loss functions for a functional regression model
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• A note on the comparison of the Stein estimator and the James-Stein estimator
• Some hypothesis tests based on random projection
• Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
• Stein estimation for non-normal spherically symmetric location families in three dimensions
• Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
• Estimation under \(\ell_{1}\)-symmetry
• Testing first-order spherical symmetry of spatial point processes
• Drift estimation with non-Gaussian noise using Malliavin calculus
• The Stein effect for Fréchet means
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Necessary conditions for dominating the James-Stein estimator
• Estimation of location parameters for spherically symmetric distributions
• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• On estimation with balanced loss functions
• Quadratic loss estimation when certain components of the location parameter are positive
• A new general interpretation of the Stein estimate and how it adapts: Applications.
• On solutions for global Stein optimization problems with applications
• A note on classical Stein-type estimators in elliptically contoured models
• scientific article; zbMATH DE number 165902 (Why is no real title available?)
• On efficient prediction and predictive density estimation for normal and spherically symmetric models
• Universal domination of stein-type estimators
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
• On shrinkage estimation for balanced loss functions
• On improved shrinkage estimators for concave loss
• Estimation of the mean of a spherically symmetric distribution with constraints on the norm
• Shrinkage priors for Bayesian prediction

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