A note on james-stein and bayes empiricl bayes estimators

DOI10.1080/03610928208828290zbMATH Open0526.62004OpenAlexW1993387955MaRDI QIDQ3040294FDOQ3040294

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

• Estimation with quadratic loss.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Title not available (Why is that?)
• Bayes Empirical Bayes
• Some Admissible Empirical Bayes Procedures
• Asymptotic solutions to the two state component compoud decision problem, Bayes versus diffuse priors on proportions
• A property of Stein's estimator for the mean of a multivariate normal distribution

Cited In (1)

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

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