Estimation of normal means: Frequentist estimation of loss
DOI10.1214/AOS/1176347149zbMATH Open0714.62003OpenAlexW1986282070MaRDI QIDQ751098FDOQ751098
Authors: D. Kharzeev 
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347149
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Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)
Cited In (21)
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- Estimating risk and the mean squared error matrix in Stein estimation
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
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- Robustness of the posterior mean in normal hierarchical models
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- Data based loss estimation of the mean of a spherical distribution with a residual vector
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
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- Comparison of Bayesian and frequentist estimation and prediction for a normal population
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- Inadmissibility of the corrected Akaike information criterion
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- Assessing uncertainty in measurement
- On improved loss estimation for shrinkage estimators
- Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator
- Improved loss estimation for a normal mean matrix
- On variance estimation of the ratio estimator under two-phase sampling
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