Stein estimation for spherically symmetric distributions: recent developments

DOI10.1214/10-STS323zbMath1330.62285arXiv1203.4724MaRDI QIDQ2634651

Ann Cohen Brandwein, William E. Strawderman

Publication date: 18 February 2016

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

Full work available at URL: https://arxiv.org/abs/1203.4724

zbMATH Keywords

spherical symmetry; minimaxity; admissibility; Stein estimation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

62B05: Sufficient statistics and fields

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Evaluating default priors with a generalization of Eaton's Markov chain, Drift estimation with non-Gaussian noise using Malliavin calculus, The Stein effect for Fréchet means, Prediction and calibration for multiple correlated variables

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