A sequence of improvements over the James-Stein estimator

DOI10.1016/0047-259X(92)90050-PMaRDI QIDQ1201136zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• An approach to improving the James-Stein estimator
• Estimation with quadratic loss.
• Multivariate empirical Bayes and estimation of covariance matrices

Cited in

(16)

• Stein estimation -- a review
• Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator
• scientific article; zbMATH DE number 7604773 (Why is no real title available?)
• Estimation of a normal variance -- a critical review
• Matrix shrinkage of high-dimensional expectation vectors
• Estimators which are Uniformly Better than the James-Stein Estimator
• 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
• A note on estimation of a distribution function in a nonparametric set-up using Stein's shrinkage estimation technique
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• Improvements over the james-stein estimator: A risk analysis
• scientific article; zbMATH DE number 107584 (Why is no real title available?)
• Necessary conditions for dominating the James-Stein estimator
• Shrinkage efficiency bounds

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