A note on the comparison of the Stein estimator and the James-Stein estimator
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Cites work
- A note on classical Stein-type estimators in elliptically contoured models
- A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
- Confidence intervals for nonparametric regression
- Estimation of the mean of a multivariate normal distribution
- Generalizations of James-Stein estimators under spherical symmetry
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- Improving on the James-Stein positive-part estimator
- James-Stein estimators for time series regression models
- James-Stein shrinkage to improve k-means cluster analysis
- James–Stein type estimators for ordered normal means
- Necessary conditions for dominating the James-Stein estimator
- Stein estimation for non-normal spherically symmetric location families in three dimensions
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus
- Stein estimation under elliptical distributions
- Stein estimation: The spherically symmetric case
- Stein-rule estimation under an extended balanced loss function
- The Stein–James estimator for short- and long-memory Gaussian processes
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