Improvements over the james-stein estimator: A risk analysis

DOI10.1080/00949659308811544zbMath0832.62047OpenAlexW1971025139MaRDI QIDQ4864196

Nabendu Pal, Jyh-Jiuan Lin, Ching-Hui Chang

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811544

zbMATH Keywords

James-Stein estimatorsquared error lossinadmissibilityrisk functionsnormal mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (2)

Stein estimation -- a review ⋮ Estimation Of A Multivariate Normal Mean Vector And Local Improvements

Cites Work

• Unnamed Item
• An approach to improving the James-Stein estimator
• Estimation of the mean of a multivariate normal distribution
• A sequence of improvements over the James-Stein estimator
• Multivariate empirical Bayes and estimation of covariance matrices
• Improving on equivariant estimators
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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