A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
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Publication:4454296
DOI10.1524/stnd.21.1.69.20318zbMath1044.62062OpenAlexW2314749193MaRDI QIDQ4454296
Publication date: 8 March 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/90bf60b743404eef23e432a76c616fe7199f509c
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)
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