Simultaneous estimation of restricted location parameters based on permutation and sign-change

DOI10.1007/s00362-011-0396-zzbMath1254.62036OpenAlexW2073536633MaRDI QIDQ1928363

Hisayuki Tsukuma

Publication date: 3 January 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-011-0396-z

zbMATH Keywords

order statisticsdecision theoryshrinkage estimatorminimaxityorthogonal transformationrestricted parameter space

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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Cites Work

• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
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