A property of Stein's estimator for the mean of a multivariate normal distribution

DOI10.1111/J.1467-9574.1976.TB00262.XzbMATH Open0332.62007OpenAlexW2065582030MaRDI QIDQ4098481FDOQ4098481

Authors: V. Susarla 

Publication date: 1976

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1976.tb00262.x

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Multivariate analysis (62H99) Statistical decision theory (62C99)

Cites Work

• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited In (1)

• A note on james-stein and bayes empiricl bayes estimators

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