On the Stein effect under density power divergence loss

MaRDI QIDQ2008629zbMATH OpenFDO

Authors Younes Ommane, Idir Ouassou

Publication date 26 November 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1573614022

zbMATH Keywords

admissibilityBaranchick estimatorsdensity power divergencedominanceinadmissibilityminimaxitymultivariate observablespredictive density estimationStein phenomenon

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

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