An explicit formula for the risk of James-Stein estimators
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Publication:3969726
DOI10.2307/3556182zbMATH Open0503.62060OpenAlexW1983933535MaRDI QIDQ3969726FDOQ3969726
Authors: M. F. Egerton, P. J. Laycock 
Publication date: 1982
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3556182
Cites Work
- Title not available (Why is that?)
- Estimation with quadratic loss.
- 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
- Minimax estimation of location parameters for spherically symmetric distributions with concave loss
- Stein's positive part estimator and Bayes estimator
Cited In (14)
- An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
- On the non-stochastic ordering of some quadratic forms
- On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals.
- An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator
- Recurrence relations for noncentral density, distribution functions and inverse moments
- On sharper bounds for the risk of james-stein estimators
- On moments of beta mixtures,the noncentral beta distribution,and the coefficient of determination
- James-stein estimation with constraints on the norm
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions
- An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints
- Simultaneous estimation of the multivariate normal mean under balanced loss function
- A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
- A class of multiple shrinkage estimators
- Effect of Sample Size on the Size of the Coefficient of Determination in Simple Linear Regression
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