A sequence of improvements over the James-Stein estimator

DOI10.1016/0047-259X(92)90050-PzbMATH Open0753.62031OpenAlexW2049401243MaRDI QIDQ1201136FDOQ1201136

Ying Guo, Nabendu Pal

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90050-p

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zbMATH Keywords

dominationquadratic lossinadmissibilityrisk functionnoncentral chi-square distributionsmooth estimatorsJames- Stein estimatornormal mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cites Work

• Title not available (Why is that?)
• Estimation with quadratic loss.
• Multivariate empirical Bayes and estimation of covariance matrices
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• An approach to improving the James-Stein estimator

Cited In (16)

• SHRINKAGE EFFICIENCY BOUNDS
• Stein estimation -- a review
• Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator
• A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique
• Title not available (Why is that?)
• Estimation of a normal variance -- a critical review
• Estimators which are Uniformly Better than the James-Stein Estimator
• Matrix shrinkage of high-dimensional expectation vectors
• An Appreciation of Balanced Loss Functions Via Regret Loss
• Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
• Some sequences of improvement over Lindley type estimator
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• Improvements over the james-stein estimator: A risk analysis
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Title not available (Why is that?)
• Necessary conditions for dominating the James-Stein estimator

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