scientific article; zbMATH DE number 3969850

MaRDI QIDQ3736683zbMATH OpenFDO

Authors J. K. Ghorai, V. Susarla

Publication date 1986

zbMATH Keywords

James-Stein estimatorlinear estimatorslinear model problemsmultivariate normalriskset-compound estimationsquared even lossStein's estimator

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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