Stein's idea and minimax admissible estimation of a multivariate normal mean

DOI10.1016/S0047-259X(03)00097-6zbMath1032.62007MaRDI QIDQ1421879

Yuzo Maruyama

Publication date: 3 February 2004

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

zbMATH Keywords

James-Stein estimator; Tauberian theorem; Stein phenomenon; Estimation of multivariate normal mean

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

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