Estimation of normal means: Frequentist estimation of loss
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Publication:751098
DOI10.1214/aos/1176347149zbMath0714.62003MaRDI QIDQ751098
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
generalized Bayes estimator; posterior variance; scoring rule; identity covariance matrix; Stein-type estimators; communication loss; communication risk; data-dependent loss estimators; estimation of normal means; frequentist estimation of loss; posterior expected loss; sum of squares error loss
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62C10: Bayesian problems; characterization of Bayes procedures
62C15: Admissibility in statistical decision theory
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