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

DOI10.1016/J.SPL.2019.06.005MaRDI QIDQ2322683zbMATH OpenOpenAlexFDO

Authors Yuan-Tsung Chang, T. 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 estimatorKatz estimatorpseudo-Bayes estimatorStein estimator

Mathematics Subject Classification ID

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

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Cites work

• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Estimating a positive normal mean
• Estimation in restricted parameter spaces: a review
• Estimation of a parameter vector restricted to a cone
• Estimation of a parameter vector when some components are restricted
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 3814784 (Why is no real title available?)
• scientific article; zbMATH DE number 854963 (Why is no real title available?)
• Minimaxity in Estimation of Restricted Parameters
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Simultaneous estimation of p positive normal means with common unknown variance
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Uniform priors on convex sets improve risk

Cited in

(2)

• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• scientific article; zbMATH DE number 3965219 (Why is no real title available?)

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