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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Cited in

(35)

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

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