A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators

DOI10.2307/2290517MaRDI QIDQ4031121zbMATH OpenOpenAlexFDO

Authors Edwin J. Green, William E. Strawderman

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290517

zbMATH Keywords

biased auxiliary informationcombined estimatorconfidence setsempirical Bayes estimatorforestry dataJames-Stein estimatorquadratic lossriskunbiased sample data

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Estimation in multivariate analysis (62H12)

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Cited in

(19)

• Stein estimation -- a review
• Shrinkage estimation in the two-way multivariate normal model
• Shrinkage estimation of panel data models with interactive effects
• Estimation combining unbiased and possibly biased estimators
• Combining estimators to improve structural model estimation and inference under quadratic loss
• James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
• The relative performance of ensemble methods with deep convolutional neural networks for image classification
• Inconsistency transmission and variance reduction in two-stage quantile regression
• Combining correlated unbiased estimators of the mean of a normal distribution
• Designing experiments toward shrinkage estimation
• On combining unbiased and possibly biased correlated estimators
• Combining observational and experimental datasets using shrinkage estimators
• Propensity score methods for merging observational and experimental datasets
• Model averaging: a shrinkage perspective
• Methods for combining observational and experimental causal estimates: a review
• Improving prediction of linear regression models by integrating external information from heterogeneous populations: James-Stein estimators
• Posterior Risk of Modular and Semi-Modular Bayesian Inference
• Shrinkage estimation in general linear models
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors

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