A Note on the Comparison of the Stein Estimator and the James-Stein Estimator

DOI10.1080/03610926.2013.799693zbMath1328.62349MaRDI QIDQ3458076

Jian Tao, Shishun Zhao, Nan Lin, Ning-Zhong Shi

Publication date: 8 December 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.799693

zbMATH Keywords

mean squared error; James-Stein estimator; Stein estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

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