An explicit formula for the risk of James-Stein estimators
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Publication:3969726
DOI10.2307/3556182zbMath0503.62060MaRDI QIDQ3969726
Publication date: 1982
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3556182
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Cites Work
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- Minimax estimation of location parameters for spherically symmetric distributions with concave loss
- Stein's positive part estimator and Bayes estimator
- Families of minimax estimators of the mean of a multivariate normal distribution
- Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
