A new general interpretation of the Stein estimate and how it adapts: Applications.

DOI10.1016/S0378-3758(98)00146-3zbMath1070.62511MaRDI QIDQ1298957

Anirban DasGupta, Bimal Kumar Sinha

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00146-3

zbMATH Keywords

Risk; Schwartz inequality; Weak law of large numbers; Squared error loss; Location parameter; Absolute error loss; Extreme value distribution; Spherically symmetric

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C99: Statistical decision theory

Related Items

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION, Stein estimation -- a review

Uses Software

• alr3

Cites Work

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• A simple motivation for James-Stein estimators
• Stein estimation: The spherically symmetric case
• The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• On the Admissibility of Invariant Estimators of One or More Location Parameters