On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function

DOI10.46793/KGJMAT2303.459HOpenAlexW4379881816MaRDI QIDQ6166522FDOQ6166522

Authors: Abdenour Hamdaoui, Abdelkader Benkhaled, M. Terbeche 

Publication date: 2 August 2023

Published in: Kragujevac Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://elib.mi.sanu.ac.rs/files/journals/kjm/77/kjmn77p459-479.pdf

Recommendations

• Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function
• Minimax shrinkage estimators and estimators dominating the James-Stein estimator under the balanced loss function
• Asymptotic properties of risks ratios of shrinkage estimators
• scientific article; zbMATH DE number 758459
• scientific article; zbMATH DE number 1347781

zbMATH Keywords

risk ratioJames-Stein estimatorbalanced loss functionshrinkage estimatorminimaxitynon-central chi-square distributionmultivariate Gaussian random variable

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• More on the restricted ridge regression estimation
• Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
• Estimation of a normal mean relative to balanced loss functions
• Minimax estimators of the mean of a multivariate normal distribution
• Limit expressions for the risk of james‐stein estimators
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• The risk of James-Stein and Lasso shrinkage
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Generalized james-stein estimatoes
• Estimating the mean function of a Gaussian process and the Stein effect
• The optimal extended balanced loss function estimators
• Asymptotic properties of risks ratios of shrinkage estimators
• General classes of shrinkage estimators for the multivariate normal mean with unknown variance: minimaxity and limit of risks ratios
• Limit of the ratio of risks of James-Stein estimators with unknown variance

Cited In (1)

• Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function

This page was built for publication: On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166522)