A note on james-stein and bayes empiricl bayes estimators

DOI10.1080/03610928208828290MaRDI QIDQ3040294zbMATH OpenOpenAlexFDO

Authors Tze Fen Li

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928208828290

zbMATH Keywords

smoothMonte Carlo studyJames-Stein estimatorasymptotically optimalBayes empirical Bayes estimatorsrate of convergence to minimum Bayes risk

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Cites work

• scientific article; zbMATH DE number 3270307 (Why is no real title available?)
• scientific article; zbMATH DE number 3388381 (Why is no real title available?)
• scientific article; zbMATH DE number 3390110 (Why is no real title available?)
• A property of Stein's estimator for the mean of a multivariate normal distribution
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• Bayes Empirical Bayes
• Estimation with quadratic loss.
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Some Admissible Empirical Bayes Procedures

Cited in

(1)

• A family of admissible minimax estimators of the mean of a multivariate, normal distribution

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