Universal domination of stein-type estimators

DOI10.1080/03610928608829241MaRDI QIDQ3753246zbMATH OpenOpenAlexFDO

Authors Fanny Ki, Kam-Wah Tsui

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829241

zbMATH Keywords

dominanceloss functionlocation parameterspherically symmetric distributionpositive-part Baranchik-type estimatorspositive-part James-Stein estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) General considerations in statistical decision theory (62C05)

Recommendations

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Cites work

• Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
• Estimation with quadratic loss.
• Improved confidence set estimators of a multivariate normal mean and generalizations
• Minimax confidence sets for the mean of a multivariate normal distribution
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• Simultaneous estimation of location parameters under quadratic loss
• Simultaneous estimation of parameters in exponential families
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(11)

• On solutions for global Stein optimization problems with applications
• Dominance of the positive-part version of the James-Stein estimator
• scientific article; zbMATH DE number 1774216 (Why is no real title available?)
• Necessary conditions for dominating the James-Stein estimator
• The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
• A james-stein type detour of U-statistics
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• A Universal Stein-Tomas Restriction Estimate for Measures in Three Dimensions
• Universal estimators of a vector parameter
• Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
• scientific article; zbMATH DE number 4100432 (Why is no real title available?)

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