A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage

DOI10.1016/J.SPL.2019.06.005zbMath1458.62145OpenAlexW2952982698MaRDI QIDQ2322683

Yuan-Tsung Chang, Takeru Matsuda, William E. Strawderman

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.005

zbMATH Keywords

generalized Bayes estimatorStein estimatorpseudo-Bayes estimatorKatz estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Cites Work

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