Universal domination of stein-type estimators

DOI10.1080/03610928608829241zbMATH Open0612.62009OpenAlexW1968143896MaRDI QIDQ3753246FDOQ3753246

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)

Cites Work

• Simultaneous estimation of parameters in exponential families
• Title not available (Why is that?)
• Minimax confidence sets for the mean of a multivariate normal distribution
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
• Improved confidence set estimators of a multivariate normal mean and generalizations
• Simultaneous estimation of location parameters under quadratic loss
• Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss

Cited In (6)

• On solutions for global Stein optimization problems with applications
• Title not available (Why is that?)
• The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
• A Universal Stein-Tomas Restriction Estimate for Measures in Three Dimensions
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Universal estimators of a vector parameter

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