Shrinkage and Orthogonal Decomposition

DOI10.1111/1467-9469.00133MaRDI QIDQ4255152zbMATHOpenAlexFDO

Authors Helge Blaker

Publication date 10 August 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00133

zbMATH Keywords

projectionsshrinkage estimatorsStein estimatororthogonal decompositions

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Shrinkage efficiency bounds
• Publication:3212116
• Minimax multiple shrinkage estimation
• Multiple-shrinkage estimators of means in exponential families
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios

Cited in

(5)

• Matrix shrinkage of high-dimensional expectation vectors
• Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition
• Characterization of estimators uniformly shrinking on subspaces
• Shrinkage efficiency bounds
• Estimators for Gaussian models having a block-wise structure

This page was built for publication: Shrinkage and Orthogonal Decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4255152)