scientific article; zbMATH DE number 7604773

MaRDI QIDQ5043194

Evgeny Pchelintsev, Valerii Pchelintsev

Publication date: 21 October 2022

Full work available at URL: http://mathnet.ru/eng/vtgu414

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

minimax estimatormean squared riskimproved estimationparametric regressionJames-Stein procedure

Mathematics Subject Classification ID

Statistics (62-XX) Number theory (11-XX)

Related Items (1)

ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES

Cites Work

• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• Estimation of the mean of a multivariate normal distribution
• A sequence of improvements over the James-Stein estimator
• Families of minimax estimators of the mean of a multivariate normal distribution
• Improving on the James-Stein positive-part estimator
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Improved estimation in a non-Gaussian parametric regression
• Improved model selection method for a regression function with dependent noise
• Estimation of a Regression with the Pulse Type Noise from Discrete Data
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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