Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
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Publication:1816574
DOI10.1214/aos/1032894466zbMath0859.62012MaRDI QIDQ1816574
Steven N. Evans, Philip B. Stark
Publication date: 9 April 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032894466
mean; spherically symmetric distributions; integration by parts; location parameter; quadratic loss; stochastic analysis; shift model; stopped Brownian motion; inadmissible; error distributions
62H12: Estimation in multivariate analysis
62F10: Point estimation
62C15: Admissibility in statistical decision theory
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Small Confidence Sets for the Mean of a Spherically Symmetric Distribution, On solutions for global Stein optimization problems with applications, Estimation of location parameters for spherically symmetric distributions, Applied regression analysis bibliography update 1994-97
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