A note on the comparison of the Stein estimator and the James-Stein estimator

DOI10.1080/03610926.2013.799693zbMATH Open1328.62349OpenAlexW2019718088MaRDI QIDQ3458076FDOQ3458076

Authors: Shishun Zhao, Jian Tao, 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

Recommendations

• Estimators which are Uniformly Better than the James-Stein Estimator
• Stein's idea and minimax admissible estimation of a multivariate normal mean
• Improving the James-Stein estimator using the Stein variance estimator
• Improvements over the james-stein estimator: A risk analysis
• On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix

zbMATH Keywords

mean squared errorJames-Stein estimatorStein estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
• Stein estimation for the drift of Gaussian processes using the Malliavin calculus
• Stein estimation under elliptical distributions
• Stein estimation: The spherically symmetric case
• A note on classical Stein-type estimators in elliptically contoured 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
• Confidence intervals for nonparametric regression
• Generalizations of James-Stein estimators under spherical symmetry
• Improving on the James-Stein positive-part estimator
• The Stein–James estimator for short- and long-memory Gaussian processes
• James-Stein estimators for time series regression models
• Stein-rule estimation under an extended balanced loss function
• Stein estimation for non-normal spherically symmetric location families in three dimensions

Cited In (2)

• Estimators which are Uniformly Better than the James-Stein Estimator
• On assessing the precision of Stein's estimator

This page was built for publication: A note on the comparison of the Stein estimator and the James-Stein estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3458076)